ATX Downtrend Replay (2022-06-03 to 2022-07-06)
Replay an authentic ATX correction spanning 46 daily bars from May 18 to July 21, 2022, with a maximum drawdown of 18.0%. Walk through each session, make choices at nine decision points, and receive an AI coach review of your simulated performance.
46 daily bars · 9 decision points · 2022-05 to 2022-07 · Stocks
Key facts
This window spans 64 days with a peak-to-trough drawdown of 18.0% and a 6.9% run-up.
- Max drawdown
- −18.0%
- Max run-up
- +6.9%
- Duration
- 64 days
- Largest single-day move
- −4.0%
- Bars
- 46 Daily bars
- Decision points
- 9
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 ATX correction replay covers 46 daily bars from May 18 to July 21, 2022, immersing participants in a genuine Austrian market downturn within the volatile 2020s era. This authentic historical period presented a significant stress test for investors, as the index navigated a meaningful pullback from previous highs. The scenario captures the uncertainty that defined European equity markets during this transitional phase.
During this replay window, the ATX declined from 3199.78 to 2953.69, a total move of -7.7%. The correction pushed the index through an 18.0% maximum drawdown, with individual sessions producing moves as large as 4.0%. These figures created a demanding environment where position management and timing separated disciplined participants from reactive ones. Nine decision points were embedded throughout, including three critical junctures where directional conviction was essential.
This historical replay teaches the importance of process over prediction. Participants must navigate a -7.7% decline while maintaining risk parameters and avoiding emotional capitulation. The 18.0% drawdown scenario reveals how nominal percentages translate into portfolio stress, while the 4.0% single-bar volatility tests stop-loss discipline. Completing this simulation strengthens decision-making under pressure, making it an effective training tool for managing real market corrections.