BEL 20 Uptrend Replay (2005-05-17 to 2006-05-09)
Replay 150 daily bars of a Belgian BEL 20 uptrend that lifted the index 19.9% from 3198.57 to 3835.47 between July 2005 and February 2006. Step through each session, face 11 decision points, and receive an AI coach review of your simulated choices.
150 daily bars · 11 decision points · 2005-07 to 2006-02 · Stocks
Key facts
This window spans 210 days with a peak-to-trough drawdown of 4.4% and a 19.9% run-up.
- Max drawdown
- −4.4%
- Max run-up
- +19.9%
- Duration
- 210 days
- Largest single-day move
- −1.5%
- 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
In the summer of 2005, the Belgian BEL 20 entered a sustained uptrend that would carry through early 2006. This period represented a classic equity boom within the 2000s decade, characterized by steady appreciation with measured volatility. For traders navigating this market, the challenge was capturing directional moves while managing the inevitable pullbacks that tested conviction. The index's composition of Belgium's largest blue-chip companies meant that broader European economic currents would heavily influence individual session outcomes.
Over the course of 150 daily bars spanning July 2005 to February 2006, the BEL 20 advanced from 3198.57 to 3835.47, delivering a 19.9% return. Despite the clear trend direction, the journey was not monotonic—investors faced a maximum drawdown of 4.4% at various points, requiring discipline to maintain positions through temporary adversity. The largest single-session move of 1.5% demonstrated that even during trending markets, volatility bursts could surprise. Eleven decision points punctuated this replay, with four deemed critical, forcing participants to demonstrate both strategic patience and tactical flexibility.
This replay ultimately teaches that trend-following demands more than identifying direction—it requires rigorous risk management and emotional discipline. The modest 4.4% maximum drawdown reminds practitioners that even favorable markets deliver volatility that can trigger premature exits. Process matters more than prediction: maintaining consistent position sizing and pre-defined exit criteria prevents the psychological drift that undermines performance during extended moves.
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