ATX Downtrend Replay (2009-02-09 to 2009-03-02)
Replay 32 trading days of an Austrian ATX correction with a 19.1% max drawdown, then decide where you would have acted. You step through each daily bar, face 7 decision points (3 critical), and receive an AI coach review of every choice—simulated capital, educational only.
32 daily bars · 7 decision points · 2009-01 to 2009-03 · Stocks
Key facts
This window spans 43 days with a peak-to-trough drawdown of 19.1% and a 6.4% run-up.
- Max drawdown
- −19.1%
- Max run-up
- +6.4%
- Duration
- 43 days
- Largest single-day move
- −8.6%
- Bars
- 32 Daily bars
- Decision points
- 7
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
In early 2009, the Austrian ATX index sat in the crosshairs of a global financial crisis aftermath. This replay spans 32 trading days from late January to mid-March, inviting traders to experience the tension of navigating an index correction during the most volatile decade for European equities. The scenario asks a straightforward but difficult question: given the uncertainty of a bear market rebound, where would you have drawn the line?
The data tells a story of sustained pressure. The ATX fell from 1640.37 to 1450.07, a decline of -11.6% over the period. More striking was the max drawdown of 19.1%, with the largest single-bar move reaching 8.6%—a daily move that would test any trader's conviction. Seven decision points were embedded in the chart, three of them flagged as critical junctures where directional bias could shift meaningfully. Participants faced 32 daily bars and the relentless question of when to hold, adjust, or exit.
For decision training purposes, this replay emphasizes three dimensions: process discipline under losing conditions, risk calibration when drawdowns exceed expectations, and psychological resilience when large intraday swings test resolve. The 19.1% max drawdown is not merely a statistic—it is a mirror for how a trader defines acceptable loss and whether their system can survive extended adverse runs. The 8.6% single-day move reminds us that volatility clusters, and positions sized for normal days can become unbearable on extreme ones. This scenario is a classroom, not a crystal ball.