BEL 20 Uptrend Replay (1993-05-05 to 1993-08-12)
Replay Belgium's BEL 20 from March to September 1993 across 136 daily bars, capturing a 3.5% close-to-close drift and 7.3% drawdown. Step into 11 decision points, including 4 critical, and receive AI coach review in this simulated market-training scenario.
136 daily bars · 11 decision points · 1993-03 to 1993-09 · Stocks
Key facts
This window spans 197 days with a peak-to-trough drawdown of 7.3% and a 16.0% run-up.
- Max drawdown
- −7.3%
- Max run-up
- +16.0%
- Duration
- 197 days
- Largest single-day move
- +2.7%
- Bars
- 136 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 Belgian BEL 20 index in the early 1990s represented one of Europe's key equity markets during a period of continental economic transition. This replay spans 1993-03-16 to 1993-09-29, placing traders within 136 daily bars of historical price action during a decade marked by European integration and monetary uncertainty. The scenario captures a market navigating post-recession recovery with modest but meaningful price discovery.
From 1245.4 to 1288.8, the index delivered a 3.5% close-to-close return over the study period. However, this seemingly modest gain concealed a 7.3% maximum drawdown and a largest single-bar move of 2.7%, revealing that directional commitment required tolerance for meaningful interim volatility. The market delivered 11 decision points across the simulation, with 4 designated as critical, demanding disciplined responses at inflection moments where positioning outcomes diverged sharply.
This replay trains traders to manage the disconnect between aggregate outcome and journey volatility. A 7.3% drawdown tests both risk management protocols and psychological resilience; holding through such retracements while preserving capital requires predefined rules and emotional control. The 2.7% intraday swings illustrate how individual bars can challenge conviction, making position sizing and stop discipline essential. For decision training, the scenario demonstrates that consistent performers in noisy markets are those who process volatility as information rather than noise, maintaining systematic responses regardless of short-term noise.
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