ATX Downtrend Replay (2014-09-05 to 2014-10-16)
Replay a 60-bar Austrian ATX correction from 2014, where the index slid 3.3% into a 13.8% drawdown. You step through each authentic daily bar, face 11 decision points with 4 critical, and receive an AI coach review of your simulated calls.
60 daily bars · 11 decision points · 2014-08 to 2014-11 · Stocks
Key facts
This window spans 84 days with a peak-to-trough drawdown of 13.8% and a 9.3% run-up.
- Max drawdown
- −13.8%
- Max run-up
- +9.3%
- Duration
- 84 days
- Largest single-day move
- −2.7%
- Bars
- 60 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
The Austrian ATX index, tracking the performance of Austria's largest listed companies, entered a correction phase during the late summer and autumn of 2014. This 60-bar replay spans the period from mid-August to early November of that year, placing participants directly into a market environment where sustained downward pressure tested both technical discipline and risk tolerance. The scenario captures a meaningful correction within the 2010s decade, offering a realistic training ground for observers seeking to understand how equity markets behave when optimism gives way to caution.
The numbers tell a compelling story of decline: the index retreated from 2270.57 to 2196.09, marking a -3.3% overall loss. Yet the headline figure understates the challenge—the maximum drawdown reached 13.8%, meaning peak-to-trough losses substantially exceeded the final settlement. Volatility manifested in bursts, with the largest single daily move reaching 2.7%. Across the 60 trading days, participants navigated 11 decision points, with 4 classified as critical moments where positioning choices carried heightened consequence. This structure mirrors real-market pressure where indecision or misjudgment compounds losses.
This replay emphasizes three core dimensions of market decision-making. The process dimension asks whether systematic approaches—adhering to stop-loss thresholds or position-sizing rules—remain consistent under sustained drawdown conditions. The risk dimension forces explicit calculation of acceptable exposure when facing a 13.8% maximum drawdown and determining whether that exposure aligns with stated constraints. The psychology dimension replicates the emotional burden of watching losses accumulate while deciding whether to maintain conviction, reduce positions, or seek shelter. Confronting authentic correction data with simulated capital creates a learning environment stripped of financial consequence, allowing traders to build more resilient frameworks for future market stress.