ATX Downtrend Replay (2011-10-27 to 2011-11-23)
Replay a turbulent Austrian ATX stretch in 2011 with a 21.1% max drawdown across 38 daily bars. Step through each session, face 7 decision points, and receive an AI coach review — all simulated for educational practice.
38 daily bars · 7 decision points · 2011-10 to 2011-12 · Stocks
Key facts
This window spans 55 days with a peak-to-trough drawdown of 21.1% and a 13.3% run-up.
- Max drawdown
- −21.1%
- Max run-up
- +13.3%
- Duration
- 55 days
- Largest single-day move
- +5.8%
- Bars
- 38 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, Vienna's benchmark equity index, entered a turbulent phase in the autumn of 2011 as the eurozone debt crisis intensified across European markets. This replay covers a 38-bar stretch from October 12 to December 6, 2011, a period when sovereign debt contagion fears, banking sector anxiety, and broad risk aversion gripped investors throughout the continent. The stakes were high: declining confidence, frozen credit conditions, and the prospect of a prolonged regional downturn weighed heavily on market participants.
The headline numbers mask a harsher underlying reality. While the closing price fell from 2007.22 to 1868.71, translating to a -6.9% decline, the index experienced a max drawdown of 21.1% during this window. The largest single-bar move of 5.8% demonstrates the violent intraday swings that characterized this period, when news flow could reverse sentiment within hours. Seven decision points punctuated the trajectory, three of which the replay designates as critical junctures where positioning choices carried outsized consequences.
This replay hones three essential skills for traders and investors. First, it trains volatility management: navigating a 21.1% drawdown requires sizing discipline and pre-defined exit logic rather than reactive hedging. Second, it challenges emotional discipline, as a 5.8% single-session drop tests the resolve to stick to process or exit. Third, it emphasizes scenario planning for cascading risk environments where correlation across positions can amplify losses. Practicing these decisions in a simulated context builds the psychological resilience necessary when real capital is at stake.