ATX Uptrend Replay (2010-06-08 to 2010-06-21)
Replay a 10-session ATX rally window with a 9.0% drawdown challenge and 7 decision points to navigate. Make choices day by day, then receive an AI coach review of your simulated capital decisions.
30 daily bars · 7 decision points · 2010-05 to 2010-07 · Stocks
Key facts
This window spans 43 days with a peak-to-trough drawdown of 9.0% and a 10.4% run-up.
- Max drawdown
- −9.0%
- Max run-up
- +10.4%
- Duration
- 43 days
- Largest single-day move
- −4.4%
- 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 ATX, Austria's benchmark stock index, entered a volatile recovery phase in mid-2010 as European markets grappled with lingering post-crisis uncertainty. This replay scenario transports participants to a concentrated 10-session window from June 8 to June 21, 2010, set against a broader data span of May 20 to July 2 (30 daily bars). Traders face the challenge of navigating a market where the direction was far from obvious, with the index ultimately closing at 2233.75 from an opening reference near 2384.68—a -6.3% net decline. The session tests risk calibration and decision-making under conditions where even well-reasoned entries could face significant headwinds.
The period delivered sharp intraday volatility, with the largest single-bar move reaching 4.4%—enough to test stop-loss discipline and position sizing. Participants encounter a maximum drawdown of 9.0% at some point during the window, a figure that can quickly erode confidence or wipe out improperly buffered positions. Seven decision points punctuate the replay, three of which are flagged as critical junctures where directional conviction, sector rotation, or risk-off positioning would be most severely evaluated. The index's net drift lower means that timing and exit discipline were as important as entry selection.
This replay is designed not to teach a winning formula but to sharpen the process of evaluation under uncertainty. Participants learn that in volatile trending environments, drawdowns are inevitable and must be anticipated through position sizing and mental preparation. The psychological dimension emerges when a 9.0% paper loss tests resolve: Do you hold, adjust, or exit? By confronting these moments in simulated capital, traders build the emotional resilience and systematic habits that separate disciplined practitioners from impulsive ones.
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