ATX Downtrend Replay (2010-04-14 to 2010-05-07)
Replay an Austrian ATX correction where the index fell 10.0% across daily bars from March to May 2010. You step through each session, tackle seven decision points, and receive an AI coach review of your simulated choices.
36 daily bars · 7 decision points · 2010-03 to 2010-05 · Stocks
Key facts
This window spans 52 days with a peak-to-trough drawdown of 17.3% and a 10.5% run-up.
- Max drawdown
- −17.3%
- Max run-up
- +10.5%
- Duration
- 52 days
- Largest single-day move
- +9.1%
- Bars
- 36 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 entered a correction phase in the spring of 2010, a period when European equities faced renewed uncertainty following the global financial crisis. Between late March and mid-May, the index presented traders with a sustained downtrend across 36 daily bars, creating an environment where every session demanded careful evaluation of position sizing, risk exposure, and evolving market sentiment. Seven decision points were embedded throughout this replay, three of which were deemed critical moments that could significantly alter portfolio outcomes.
The index declined from 2650.05 to 2384.68, representing a cumulative loss of 10.0%. What made this period particularly challenging was not the steady drift lower but the volatility embedded within it: the maximum drawdown reached 17.3%, and the largest single-bar move measured 9.1%, indicating sharp intraday reversals that could punish the unwary. Navigating this environment required discipline to maintain strategy during periods of peak decline and volatility spikes that tested emotional resilience.
This replay teaches fundamental lessons in risk management and psychological composure. Participants must practice sizing positions appropriately when facing a 17.3% potential drawdown, develop protocols for acting decisively at critical junctures without succumbing to panic or greed, and learn to distinguish between signal and noise during volatile single-bar swings. The seven decision points serve as structured opportunities to rehearse these skills, transforming historical market turbulence into educational ammunition for future challenges. Completing this scenario builds not just theoretical knowledge but the experiential foundation necessary for managing real market corrections.
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