ATX Uptrend Replay (2016-02-11 to 2016-04-22)
Replay the Austrian ATX from 2016-01-05 across 100 daily bars, where a 17.2% drawdown tested even the strongest uptrend. Step through each day, face 4 critical decision points, and receive an AI coach review on your simulated calls.
100 daily bars · 11 decision points · 2016-01 to 2016-05 · Stocks
Key facts
This window spans 147 days with a peak-to-trough drawdown of 17.2% and a 20.5% run-up.
- Max drawdown
- −17.2%
- Max run-up
- +20.5%
- Duration
- 147 days
- Largest single-day move
- −4.9%
- Bars
- 100 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.
Related scenarios
- ATX Uptrend Replay (2016-06-27 to 2018-01-23)2016 · Lv.3
- ATX Uptrend Replay (2018-12-27 to 2019-04-18)2018 · Lv.1
- ATX Uptrend Replay (2014-12-15 to 2015-05-15)2014 · Lv.2
- ATX Uptrend Replay (2013-06-24 to 2013-11-06)2013 · Lv.1
- ATX Uptrend Replay (2020-10-29 to 2021-06-08)2020 · Lv.3
- ATX Uptrend Replay (2012-01-09 to 2012-02-09)2011 · Lv.4
Event Replay
What happened — and what it teaches
The Austrian ATX index in early 2016 presented traders with a classic challenge—replaying 100 daily bars of authentic market data from January 5 through May 31. The scenario captures a boom period that tested conviction, with the index starting at 2362.73 and 11 decision points embedded across the replay, including 4 critical nodes where directional bets faced their sternest trials.
The closing outcome showed a -4.3% net decline to 2260.83, yet the journey was far more volatile than the headline number suggests. A maximum drawdown of 17.2% surfaced during the replay, representing a severe intraperiod setback that challenged even disciplined participants. The largest single-bar move of 4.9% demonstrated that sudden momentum shifts could quickly invalidate established positions, forcing traders to adapt continuously through the 100-bar sequence.
This replay trains decision-makers to navigate environments where surface-level trends mask deeper turbulence. Managing through a 17.2% drawdown without abandoning process separates tactical awareness from reactive behavior. The 4 critical decision points serve as pressure valves, each demanding explicit reasoning about entry, sizing, and exit under uncertainty. Participants learn that surviving the largest adverse moves—whether a 4.9% single session shock or prolonged compression—requires both probabilistic thinking and emotional discipline.