ATX Uptrend Replay (2026-03-20 to 2026-08-26)
Replay a five-month Austrian ATX uptrend from 2026-01-26 to 2026-08-26, in which the index climbed 22.3% across 150 daily bars. Walk through each session, face 11 decision points, and receive AI coach feedback in this simulated market-training environment.
150 daily bars · 11 decision points · 2026-01 to 2026-08 · Stocks
Key facts
This window spans 212 days with a peak-to-trough drawdown of 10.8% and a 30.1% run-up.
- Max drawdown
- −10.8%
- Max run-up
- +30.1%
- Duration
- 212 days
- Largest single-day move
- +4.1%
- 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 ATX index, Vienna's flagship equity benchmark, enters 2026 mid-recovery. This replay scenario walks through a five-month uptrend spanning 2026-01-26 to 2026-08-26. Traders confront 150 daily bars and 11 decision points, including 4 critical junctures that demand precise entry, exit, and position-sizing judgment. The stage is set for participants to experience a sustained bull move while managing the inevitable setbacks that accompany any trending market.
The index climbed from 5525.07 to 6758.44, delivering a 22.3% return. The journey was not linear: a 10.8% maximum drawdown tested conviction midstream, and a 4.1% single-bar spike revealed how quickly momentum can accelerate. Each session presented participants with real-time choices that shaped their final outcome, separating disciplined process from reactive guessing.
This scenario sharpens decision training on multiple fronts. Process discipline means committing to a thesis while remaining responsive to evolving price action. Risk management forces participants to size positions appropriately for a market capable of 10.8% pullbacks. Trading psychology reveals how drawdowns erode confidence and how 4.1% surges can tempt overconfidence. By replaying these sessions without real capital at stake, learners build the emotional resilience and systematic approach needed for live markets.
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