ATX Downtrend Replay (2018-05-15 to 2018-07-03)
Replay an Austrian ATX correction spanning 2018-04-18 to 2018-07-25, with the index falling 2.4% to 3364.52 and an 8.7% maximum drawdown. You step through 66 daily bars, face 11 decision points, and receive an AI coach review of your choices in this simulated market-training exercise.
66 daily bars · 11 decision points · 2018-04 to 2018-07 · Stocks
Key facts
This window spans 98 days with a peak-to-trough drawdown of 8.7% and a 4.3% run-up.
- Max drawdown
- −8.7%
- Max run-up
- +4.3%
- Duration
- 98 days
- Largest single-day move
- −2.2%
- Bars
- 66 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 correction phase during the spring and summer of 2018, a period marked by heightened global equity volatility and investor uncertainty across European markets. This replay scenario covers 66 daily bars from April 18 to July 25, 2018, placing participants directly into the shoes of an ATX trader navigating a sustained downtrend. With 11 decision points interspersed throughout—including 4 deemed critical—the stage was set for participants to test their ability to manage positions, size risk, and maintain discipline when the trend worked against them.
The index declined from 3448.75 to 3364.52, representing a cumulative loss of 2.4% over the data span. What makes this correction instructive is not merely the directional move but its texture: a maximum drawdown of 8.7% tested stop-loss discipline and position sizing, while the largest single-bar move of 2.2% challenged participants' ability to distinguish normal volatility from structural breakdowns. The correction unfolded over approximately three months, giving participants time to react, adjust, and face the psychological weight of holding losing positions in a declining market.
For decision-training purposes, this scenario emphasizes three core lessons: process over outcome (following a sound method matters more than any single trade), risk calibration (an 8.7% drawdown demands honest self-assessment of position sizes and stop placements), and emotional regulation (maintaining composure when the index grinds lower is a skill developed only through deliberate practice). Participants emerge with AI coach feedback on their choices, turning a historical market episode into a structured learning laboratory.