ATX Uptrend Replay (2018-12-27 to 2019-04-18)
Step into an authentic ATX uptrend replay covering 150 daily bars from 2018-10-30 to 2019-06-18, with a maximum drawdown of 16.8%. Replay each market day, make decisions at 11 decision points, and receive an AI coach review in a simulated, educational setting.
150 daily bars · 11 decision points · 2018-10 to 2019-06 · Stocks
Key facts
This window spans 231 days with a peak-to-trough drawdown of 16.8% and a 23.1% run-up.
- Max drawdown
- −16.8%
- Max run-up
- +23.1%
- Duration
- 231 days
- Largest single-day move
- −3.3%
- 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 Traded Index (ATX) serves as Vienna's premier equity benchmark, representing twenty major Austrian companies spanning banking, energy, and industrials. This replay covers 150 trading days from October 30, 2018 through June 18, 2019—a period defined by late-2018 global selloffs, shifting central bank rhetoric, and Europe's uneven economic recovery. For traders, this window presented a classic challenge: navigating a market caught between recession fears and the tentative recovery that would eventually emerge in early 2019.
The closing price moved from 3086.87 to 2964.04, delivering a net decline of 4.0% across the full period. Yet this headline figure obscures substantial turbulence—participants weathered a maximum drawdown of 16.8% and a largest single-bar move of 3.3%, confronting eleven decision points throughout the replay, four of them flagged as critical moments where conviction and capital allocation were equally tested.
This replay sharpens three competencies essential to market survival. Process discipline emerges first: maintaining a consistent approach when headlines swing between optimism and fear. Risk calibration follows—understanding that a 16.8% drawdown can threaten both portfolio integrity and trader psychology. Finally, emotional regulation proves decisive: navigating 3.3% intraday moves without abandoning pre-defined rules. The ATX episode functions as a laboratory for traders to practice responding to uncertainty with structured decision-making rather than reactive impulses.