BEL 20 Uptrend Replay (2002-10-29 to 2002-11-21)
Replay 36 trading days on the BEL 20 from October 15 to December 3, 2002, where the index drifted 0.8% amid a 5.6% drawdown. Work through 7 decision points with daily choices and receive an AI coach review of your simulated reasoning.
36 daily bars · 7 decision points · 2002-10 to 2002-12 · Stocks
Key facts
This window spans 49 days with a peak-to-trough drawdown of 5.6% and a 9.6% run-up.
- Max drawdown
- −5.6%
- Max run-up
- +9.6%
- Duration
- 49 days
- Largest single-day move
- +2.8%
- Bars
- 36 Daily bars
- Decision points
- 7
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.
Related scenarios
- BEL 20 Uptrend Replay (2002-01-14 to 2002-04-23)2001 · Lv.1
- BEL 20 Uptrend Replay (2002-10-09 to 2002-10-22)2002 · Lv.3
- BEL 20 Uptrend Replay (2002-08-05 to 2002-08-27)2002 · Lv.2
- BEL 20 Uptrend Replay (2000-04-28 to 2000-08-14)2000 · Lv.2
- BEL 20 Uptrend Replay (2004-03-22 to 2004-04-23)2004 · Lv.2
- BEL 20 Uptrend Replay (1999-08-10 to 1999-09-17)1999 · Lv.1
Event Replay
What happened — and what it teaches
The BEL 20 index in the autumn of 2002 occupied a market landscape still shaped by the tech wreck and its aftermath. From 2002-10-15 to 2002-12-03, 36 trading days presented a landscape where conviction was scarce and direction unclear. Participants faced the challenge of finding footing in a market that offered neither clear trends nor easy profits, demanding patience and disciplined decision-making.
Over the data span, the close moved from 2019.6 to 2035.61, a net gain of just 0.8%. This modest outcome masked considerable turbulence: a maximum drawdown of 5.6% tested risk tolerance, while the largest single-bar move of 2.8% could easily unsettle those without a plan. Seven decision points punctuated the period, three of which the replay flags as critical junctures where positioning and risk management made the difference between preserving capital and compounding losses.
For decision trainees, this replay offers a clinic in process over prediction. The narrow overall return teaches that markets often reward survival and timing over bold directional bets. Managing a 5.6% drawdown without abandoning a strategy builds the psychological resilience essential for long-term market participation. The three critical decision points train situational awareness: knowing when to reduce exposure, when to hold, and when to accept that the market offers no clear edge.