ATX Downtrend Replay (2018-01-23 to 2018-02-09)
Replay a 2018 ATX correction where the index fell 4.7% over thirty daily bars with a 9.1% max drawdown. You step through each authentic trading day, face decision points, and receive an AI coach review of your simulated choices.
30 daily bars · 7 decision points · 2018-01 to 2018-02 · Stocks
Key facts
This window spans 42 days with a peak-to-trough drawdown of 9.1% and a 2.9% run-up.
- Max drawdown
- −9.1%
- Max run-up
- +2.9%
- Duration
- 42 days
- Largest single-day move
- −3.1%
- Bars
- 30 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 Traded Index tracks the thirty largest companies listed on the Vienna Stock Exchange, offering exposure to central European banking, industry and utilities. By late January 2018 the index sat near 3596, underpinned by global growth optimism, yet underlying volatility had begun to stir in American markets — a signal that tranquil European trading desks could not afford to ignore. This thirty‑bar daily replay immerses you in that fragile moment, asking what you would do when the continent’s calm starts to crack.
The replay spans authentic trading days between January 23 and February 9, 2018. Over that stretch the ATX retreated from 3596.14 to 3427.32, a decline of 4.7%, while peak‑to‑trough drawdown reached 9.1%. The most violent single session moved 3.1%, illustrating how a measured‑looking correction can produce sudden intraday shocks. Seven decision points are embedded in the timeline, three flagged as critical moments where positioning, sizing or risk tolerance would have determined whether you weathered the move or amplified losses.
Traversing this correction trains the disciplined habits that sustained volatility demands. You learn to calibrate position size against a known maximum drawdown rather than a vague feeling of exposure. You practice distinguishing between a routine pull‑back and a structural shift requiring decisive action. And you confront the psychological pull of averaging down or exiting prematurely, both of which the three critical nodes expose. This replay does not promise profitable trades; it builds the process, risk awareness and emotional steadiness that make disciplined decision‑making possible when markets move against you.