ATX Uptrend Replay (2006-07-18 to 2007-01-03)
Replay an Austrian ATX uptrend stretching from June 2006 to January 2007 across 150 daily bars, capturing a 26.7% climb. You walk through authentic trading days, face 11 decision points, and receive an AI coach review of every choice in a simulated, educational setting.
150 daily bars · 11 decision points · 2006-06 to 2007-01 · Stocks
Key facts
This window spans 219 days with a peak-to-trough drawdown of 7.3% and a 30.0% run-up.
- Max drawdown
- −7.3%
- Max run-up
- +30.0%
- Duration
- 219 days
- Largest single-day move
- +3.5%
- Bars
- 150 Daily bars
- Decision points
- 11
Every figure above is computed programmatically from this replay’s own candle series — no editorial input, no LLM. Methodology: Methodology
The market advances day by day. You only see candles up to the current day — as if you were really there.
At key decision points choose Buy / Trim / Exit / Hold. Each decision advances the timeline by one day.
After settlement you get a six-dimension score and an AI coach review. Your result enters the scenario leaderboard.
Event Replay
What happened — and what it teaches
Austria's ATX index entered a sustained uptrend during the summer of 2006, entering a period marked by optimism in European equity markets. Over 150 daily bars spanning from June 21, 2006 to January 26, 2007, traders faced the challenge of capturing a significant bullish phase while managing the inherent volatility of a rising market. The scenario recreates this authentic period, placing participants in the role of managing positions through a 26.7% advance across real trading days.
The index climbed steadily from 3512.1 to 4448.96, delivering a 26.7% total return. Yet the path was not linear: the maximum drawdown reached 7.3%, and the largest single-bar move hit 3.5%, moments that tested conviction and discipline. Participants confronted 11 decision points across the replay, with 4 designated as critical junctures where directional bias and risk exposure demanded careful reassessment.
This replay hones the ability to stay systematic during trending markets. Learners practice sizing positions before volatility spikes, managing drawdowns without abandoning sound process, and recognizing when a move extends beyond normal parameters. The educational value lies not in predicting outcomes but in building the habits—patience, position discipline, emotional neutrality—that serve traders across any decade and any market condition.
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