ATX Uptrend Replay (2011-03-16 to 2011-03-30)
Replay the Austrian ATX through a 30-bar window with a modest -0.7% close and a 5.6% max drawdown. Step through each authentic session, make calls at 7 decision points including 3 critical ones, and receive an AI coach review of your simulated judgment.
30 daily bars · 7 decision points · 2011-03 to 2011-04 · Stocks
Key facts
This window spans 41 days with a peak-to-trough drawdown of 5.6% and a 8.0% run-up.
- Max drawdown
- −5.6%
- Max run-up
- +8.0%
- Duration
- 41 days
- Largest single-day move
- +2.0%
- 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 Traded Index (ATX) offers traders a compressed journey through a volatile stretch of early 2011 European equities. This replay window spans 30 daily bars from 2011-03-02 to 2011-04-12, placing participants inside a market buffeted by lingering sovereign debt concerns and shifting risk appetite across the continent. With the 2010s as our historical frame, the scenario presents a nuanced uptrend punctuated by intraperiod reversals rather than a clean directional advance.
The market ultimately closed the session at 2844.62, down -0.7% from the opening level of 2863.78. Beneath that modest headline decline, the path proved considerably more turbulent: a maximum drawdown of 5.6% tested position discipline, while individual sessions produced moves as large as 2.0%. Navigating this environment required participants to act at seven designated decision points, three of which represented critical inflection moments where directional conviction was most severely evaluated.
This scenario excels as a laboratory for managing uncertainty. The gap between the largest single-bar swing and the final net change underscores how volatility can obscure or distort underlying momentum. Seven decision points force repeated calibration between conviction and flexibility, while the three critical nodes demand clear risk management protocols. The experience teaches that surviving drawdowns without abandoning process is often what separates disciplined replayers from impulsive reactors.