ATX Downtrend Replay (2010-01-18 to 2010-02-05)
Replay an 11.5% drawdown across 30 daily bars of ATX history. You step through each session, navigate 7 decision points, and receive AI coach feedback in a simulated, educational environment.
30 daily bars · 7 decision points · 2010-01 to 2010-02 · Stocks
Key facts
This window spans 42 days with a peak-to-trough drawdown of 11.5% and a 4.9% run-up.
- Max drawdown
- −11.5%
- Max run-up
- +4.9%
- Duration
- 42 days
- Largest single-day move
- −3.3%
- Bars
- 30 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
The Austrian ATX index presents a compelling correction scenario in early 2010. Spanning 30 trading sessions from January 5 to February 16, 2010, this historical window captures a market still finding its footing after the previous years financial upheaval. Seven decision points—three marked as critical—punctuate the data, each demanding traders demonstrate composure under pressure. The ATX served as a real-world laboratory where participants could test their analytical frameworks against authentic market behavior during a period of elevated uncertainty.
The closing price shifted from 2593.65 to 2508.93, representing a net decline of -3.3% across the full span. Yet this headline figure obscures a more turbulent underlying reality. The index endured an 11.5% maximum drawdown, meaning peak-to-trough losses were considerably larger than the net change. The largest single session swing reached 3.3%, illustrating how correction phases can deliver outsized daily moves that test position sizing and stop-loss discipline. These dynamics reveal why drawdowns often feel more painful than simple percentage comparisons suggest.
For decision training, this replay emphasizes three foundational principles. First, process orientation matters more than outcome: navigating each of the seven decision points with a consistent analytical method builds habits that compound over time. Second, risk management requires accepting that maximum drawdowns frequently exceed initial expectations—as this -3.3% net move demonstrates through its 11.5% drawdown reality. Third, psychological resilience becomes the decisive factor when markets move against positions, separating disciplined practitioners from reactive traders.
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