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BEL 20 Uptrend Replay (1991-12-10 to 1992-03-03)

StocksBEL 20BERally1991-10 to 1992-04Difficulty 2/5FreeView charts

Replay 114 days of BEL 20 history from October 1991 to April 1992, capturing a 6.7% climb amid 5.6% drawdowns. You walk through each trading day, tackle 11 decision points, and receive an AI coach review of every simulated choice for educational insight.

114K lines
11Decision points
2Difficulty
DailyGranularity

114 daily bars · 11 decision points · 1991-10 to 1992-04 · Stocks

Key facts

This window spans 168 days with a peak-to-trough drawdown of 5.6% and a 16.6% run-up.

Max drawdown
−5.6%
Max run-up
+16.6%
Duration
168 days
Largest single-day move
+3.1%
Bars
114 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

How to play
  1. The market advances day by day. You only see candles up to the current day — as if you were really there.

  2. At key decision points choose Buy / Trim / Exit / Hold. Each decision advances the timeline by one day.

  3. 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 Belgian BEL 20 index in late 1991 occupied a pivotal moment for European equities. The early 1990s marked a period of significant transition for European markets as Maastricht Treaty negotiations progressed, with investors weighing economic integration against regional uncertainties. This replay captures 114 trading days from October 1991 to April 1992, placing participants directly into a market environment where direction remained uncertain and each decision carried meaningful educational weight.

The index advanced from 1104.4 to 1178.8, delivering a 6.7% return over the period. Beneath this modest climb lay considerable turbulence: the market endured a maximum drawdown of 5.6% and navigated a largest single-bar move of 3.1%. These price swings created 11 decision points for participants, including 4 critical moments where positioning decisions could have significantly influenced simulated outcomes.

This scenario tests the ability to maintain conviction through unpredictable price action. A 3.1% single-day swing can unsettle even disciplined traders and tempt premature exits. The 5.6% drawdown challenges whether one can distinguish noise from signal. Working through the 11 decision points, especially the 4 critical ones, reveals how preparation, risk management, and emotional control determine results when the path forward remains unclear.