BEL 20 Downtrend Replay (2008-09-02 to 2008-09-18)
Step into the BEL 20's turbulent September 2008 stretch, where the index fell 10.9% in a 19.4% drawdown window. Replay each authentic trading day, face seven decision points, and receive an AI coach review of your simulated choices.
30 daily bars · 7 decision points · 2008-08 to 2008-09 · Stocks
Key facts
This window spans 41 days with a peak-to-trough drawdown of 19.4% and a 9.7% run-up.
- Max drawdown
- −19.4%
- Max run-up
- +9.7%
- Duration
- 41 days
- Largest single-day move
- +9.7%
- Bars
- 30 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.
Event Replay
What happened — and what it teaches
In September 2008, Belgium's benchmark equity index entered one of its most turbulent stretches of the 2000s. The BEL 20, representing the Brussels stock exchange's largest companies, faced mounting pressure as global financial conditions deteriorated. Participants entered a 30-bar window spanning from late August to late September, confronting a market environment where the direction of prices remained uncertain and every decision carried amplified consequences.
The data reveals a stark picture: starting at 3000.52 on 2008-08-20, the index closed at 2672.2 by the end of the period, representing a -10.9% decline. During this window, the maximum drawdown reached 19.4%, with individual sessions experiencing moves as large as 9.7%. Traders faced 7 decision points, of which 3 were deemed critical, forcing them to navigate rapidly shifting conditions without the benefit of hindsight.
For decision trainers, this replay tests several core competencies: position sizing under increasing volatility, discipline in following pre-defined risk rules when drawdowns approach extreme thresholds, and emotional regulation when confronted with consecutive declining bars. The scenario's value lies not in predicting the next downturn but in building the habits and mental frameworks that allow traders to execute sound processes regardless of outcome.