BEL 20 Uptrend Replay (2006-06-13 to 2007-02-19)
Replay the BEL 20 uptrend across 150 daily bars from 2006-06-30 to 2007-01-30, watching the index climb 19.8% from 3703.32 to 4435.98. Step through each session, tackle 11 decision points, and receive an AI coach review in this simulated training environment.
150 daily bars · 11 decision points · 2006-06 to 2007-01 · Stocks
Key facts
This window spans 214 days with a peak-to-trough drawdown of 4.2% and a 25.3% run-up.
- Max drawdown
- −4.2%
- Max run-up
- +25.3%
- Duration
- 214 days
- Largest single-day move
- −2.3%
- 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.
Related scenarios
- BEL 20 Uptrend Replay (2005-05-17 to 2006-05-09)2005 · Lv.3
- BEL 20 Uptrend Replay (2004-05-10 to 2005-04-13)2004 · Lv.3
- BEL 20 Uptrend Replay (2009-07-08 to 2009-08-25)2009 · Lv.3
- BEL 20 Uptrend Replay (2009-03-06 to 2009-05-08)2009 · Lv.3
- BEL 20 Uptrend Replay (2003-03-31 to 2004-03-08)2003 · Lv.3
- ADX Uptrend Replay (2006-10-03 to 2007-02-23)2006 · Lv.4
Event Replay
What happened — and what it teaches
In mid-2006, the Belgian equity market entered a sustained expansion phase. The BEL 20, tracking the twenty largest listed companies in Belgium, began a measured climb that would define the second half of that year. This replay covers 150 trading sessions from June 30, 2006 through January 30, 2007, placing participants inside a bull market environment where capital appreciation was readily available but required disciplined execution to capture fully.
The index rose from 3703.32 to 4435.98, delivering a 19.8% return over seven months. The upward trajectory was not linear; the market experienced a maximum drawdown of 4.2%, and individual sessions produced moves as large as 2.3%. Participants faced 11 decision points throughout the replay, with 4 marked as critical junctures where directional bias and risk management choices carried heightened consequence.
This scenario tests the discipline of following process rather than prediction. The 2000s boom environment rewarded conviction, yet even favorable trends demand respect for volatility and drawdown risk. Decision trainees learn that sustained outperformance comes from repeatable method rather than directional guesswork.
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