BEL 20 Uptrend Replay (2002-01-14 to 2002-04-23)
Replay a 140-day BEL 20 stretch that produced an 8.7% drawdown despite ending only 1.3% lower, with the largest single-bar move at 2.9%. Step through eleven decision points day by day, get an AI coach review, and learn how historical volatility was managed in simulation.
140 daily bars · 11 decision points · 2001-11 to 2002-06 · Stocks
Key facts
This window spans 204 days with a peak-to-trough drawdown of 8.7% and a 12.4% run-up.
- Max drawdown
- −8.7%
- Max run-up
- +12.4%
- Duration
- 204 days
- Largest single-day move
- −2.9%
- Bars
- 140 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
Belgium's BEL 20 index entered late 2001 navigating the turbulent aftermath of the technology sector collapse and growing global economic anxiety. Investors faced a market characterized by heightened uncertainty, with corporate earnings under pressure and geopolitical tensions mounting. This 140-day replay window offers a focused lens on how traders managed positions during a period where the underlying direction remained contested.
The data reveals a market that defied simple narrative. Over the course of 140 trading days from November 2001 to June 2002, the BEL 20 closed at 2671.9, representing a net decline of just -1.3% from its opening level of 2707.08. Yet this modest headline figure concealed considerable intraperiod turbulence, with a maximum drawdown of 8.7% testing portfolio resilience. The largest single daily move reached 2.9%, underscoring that even modest net outcomes can mask violent short-term swings. Participants faced eleven decision points, four deemed critical, requiring repeated calibration of risk exposure.
This replay session cuts to the heart of decision training: how does one maintain discipline when a position drifts 8.7% against you, yet ultimately produces a near-flat result? The scenario forces confrontation with both technical risk management and the psychological temptation to exit before the recovery. Educational value lies not in predicting direction but in examining process consistency, position sizing under uncertainty, and emotional regulation when market noise threatens rational assessment.