ATX Uptrend Replay (2016-06-27 to 2018-01-23)
Replay Vienna's ATX climbing from 2627.49 to 3254.34 across 150 trading days ending July 2017. You navigate 11 decision points (4 critical) day by day, then receive an AI coach review of your choices in this simulated historical exercise.
150 daily bars · 11 decision points · 2016-12 to 2017-07 · Stocks
Key facts
This window spans 224 days with a peak-to-trough drawdown of 4.7% and a 24.0% run-up.
- Max drawdown
- −4.7%
- Max run-up
- +24.0%
- Duration
- 224 days
- Largest single-day move
- +3.1%
- Bars
- 150 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 entered a sustained uptrend on the Vienna Stock Exchange during the final weeks of 2016, a period that would extend through the summer of 2017. This scenario captures 150 trading days of a market that offered a rare combination of directional clarity and measured volatility. For participants, the central challenge was to capture the 23.9% advance while respecting the implicit risk constraints that any professional environment demands.
Over this seven-month window, the ATX climbed from 2627.49 to 3254.34, delivering solid returns without the dramatic swings that often derail traders. The maximum drawdown of 4.7% and the largest single-day move of just 3.1% reveal a market that rewarded patience and discipline. Yet even within such favorable conditions, participants faced 11 decision points, 4 of which the framework designates as critical—moments where directional conviction and position management were simultaneously tested.
This replay ultimately measures not market timing but process consistency. The modest 4.7% peak-to-trough decline serves as a baseline for risk calibration, while the 3.1% intraday spikes function as stress tests for emotional regulation. Navigating all 11 decision points without breaking stride cultivates the structured decision-making habits that transfer across instruments and eras. Historical uptrends like this one teach that returns are built through compounding disciplined choices, not through heroic single bets.