ATX Downtrend Replay (2022-08-16 to 2022-09-01)
Replay an authentic ATX correction spanning 30 daily bars from August 3 to September 13, 2022, where the index slipped from 3005.43 to 2995.86 amid a 9.4% max drawdown. Walk through seven decision points day by day in a simulated environment and receive an AI coach review of each choice.
30 daily bars · 7 decision points · 2022-08 to 2022-09 · Stocks
Key facts
This window spans 41 days with a peak-to-trough drawdown of 9.4% and a 7.9% run-up.
- Max drawdown
- −9.4%
- Max run-up
- +7.9%
- Duration
- 41 days
- Largest single-day move
- −3.0%
- 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 ATX, Austria's flagship equity index, entered a correction phase during the summer of 2022. This replay covers an authentic 30-bar stretch from August 3 to September 13, 2022, placing participants inside a declining market in the 2020s where the outcome was uncertain and positions could deteriorate rapidly. The environment tested both directional conviction and the discipline to manage losing trades under psychological pressure.
The index closed the period at 2995.86 from an opening of 3005.43, a net decline of just -0.3%. That modest headline number conceals a sharper reality: the maximum drawdown hit 9.4%, meaning intra-swing losses were nearly ten times the net result. The largest single-bar move reached 3.0%, underscoring that volatile one-day swings can overwhelm position sizing if risk is not pre-defined.
This scenario offers three critical decision points among seven total, demanding participants evaluate trend direction, adjust exposure, and manage risk in real time. The gap between the small net loss and large drawdown teaches that monitoring peak-to-trough exposure matters more than final price. Decision trainees learn to distinguish noise from reversal signals, control position size before volatility spikes, and maintain emotional equilibrium when paper losses accumulate—skills transferable across any market environment.