BEL 20 Uptrend Replay (1996-07-24 to 1997-03-11)
Replay Belgium's BEL 20 uptrend across 150 daily bars from July 1996 to March 1997, capturing a 28.1% climb. Step through each session, navigate 11 decision points with 4 critical ones, and receive an AI coach review of your choices in a simulated training environment.
150 daily bars · 11 decision points · 1996-07 to 1997-03 · Stocks
Key facts
This window spans 218 days with a peak-to-trough drawdown of 3.5% and a 28.3% run-up.
- Max drawdown
- −3.5%
- Max run-up
- +28.3%
- Duration
- 218 days
- Largest single-day move
- +2.2%
- 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 Belgian equity market entered the second half of the 1990s with the BEL 20 index at a pivotal juncture. This replay scenario spans 150 daily bars, commencing from late July 1996 and extending through early March 1997. Participants step into a period characterized by sustained bullish momentum, where the index embarked on a meaningful ascent that tested the conviction of anyone managing positions through a prolonged advance. The environment presented typical challenges of trend-following: maintaining exposure during pullbacks while resisting the urge to take premature profits.
The index rose from 1684.1 to 2158.1, delivering a total return of 28.1% over the period. This climb occurred with notable discipline in risk management, as the maximum drawdown never exceeded 3.5%, suggesting that adverse movements were shallow and short-lived. The largest single-bar move registered at 2.2%, indicating that even the most volatile sessions during this run posed manageable short-term swings rather than destabilizing gaps. These characteristics painted a portrait of a healthy uptrend—one that rewarded patience while demanding consistent decision-making through 11 distinct choice points, four of which were designated as critical junctures where positioning decisions carried heightened consequence.
This replay excels as a training ground for traders who wish to sharpen their process under conditions of sustained optimism. The low drawdown figure invites reflection: would you have held your positions through minor setbacks, or would fear of giving back gains have prompted an early exit? The absence of dramatic reversals tests whether your framework can distinguish between routine fluctuation and genuine trend degradation. By replaying this 1990s Belgian benchmark episode, you confront the psychological arithmetic of remaining committed to a winning thesis when every session presents a fresh decision about conviction, capital allocation, and risk tolerance.
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