ATX Downtrend Replay (2014-06-10 to 2014-08-08)
Replay an Austrian ATX correction spanning 2014-05-07 to 2014-09-09, where the index slid -5.3% with a 13.7% drawdown. Walk through 86 daily bars, face 11 decision points, and receive an AI coach review in this simulated, educational market-replay training environment.
86 daily bars · 11 decision points · 2014-05 to 2014-09 · Stocks
Key facts
This window spans 125 days with a peak-to-trough drawdown of 13.7% and a 8.1% run-up.
- Max drawdown
- −13.7%
- Max run-up
- +8.1%
- Duration
- 125 days
- Largest single-day move
- −3.0%
- Bars
- 86 Daily bars
- Decision points
- 11
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
In the spring of 2014, the Austrian ATX entered a correction phase that would test even seasoned market participants. Spanning 86 daily bars from May 7 to September 9, this replay immerses traders in the 2010s European equities downturn. The index had been riding post-crisis gains, and the stakes were clear: navigate a sustained pullback while preserving capital and spotting any reversal opportunities. Eleven decision points, four marked as critical, would demand disciplined responses throughout this five-month stretch.
What unfolded was a grinding decline. The ATX slid from 2470.74 to 2340.37, a -5.3% loss that understates the true stress on portfolios. Maximum drawdown reached 13.7%, meaning peak-to-trough losses far exceeded the headline figure. The market was not orderly; volatility intraday produced single-bar moves of up to 3.0%, creating sharp reversals that could trap overconfident or underprepared traders. Those who treated this as a simple "sell and wait" exercise missed nuanced turning points embedded within the broader trend.
For decision training, this scenario excels at teaching three core lessons. First, process discipline matters more than prediction; respecting stop-loss frameworks during a 13.7% drawdown environment separates skilled participants from reactive ones. Second, risk calibration must account for the largest single-bar move, not just the net decline. Third, psychological resilience is tested when 3.0% intrabar spikes coincide with 11 decision points and four critical junctures. This replay trains traders to act on logic rather than fear, making it a valuable historical case study for volatility management in the 2010s equities landscape.