BEL 20 Uptrend Replay (2008-12-01 to 2009-01-05)
Replay 46 days of the BEL 20 from 2008-11-13 to 2009-01-20, watching the index fall from 2062.82 to 1802.74. Step through each daily bar, tackle 9 decision points including 3 critical ones, and receive an AI coach review — simulated capital only, purely educational.
46 daily bars · 9 decision points · 2008-11 to 2009-01 · Stocks
Key facts
This window spans 68 days with a peak-to-trough drawdown of 13.5% and a 12.4% run-up.
- Max drawdown
- −13.5%
- Max run-up
- +12.4%
- Duration
- 68 days
- Largest single-day move
- +5.7%
- Bars
- 46 Daily bars
- Decision points
- 9
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
The Belgian BEL 20 index entered November 2008 in the grip of a global financial panic. Investors had just witnessed Lehman Brothers collapse and were bracing for economic contraction across Europe. This 46-day replay window from 2008-11-13 to 2009-01-20 captures a period when European equity markets were trying to find footing after a cascade of bank failures and sovereign debt concerns. What was at stake was not merely capital preservation but the fundamental challenge of navigating uncertainty when every technical support seemed destined to break.
Stepping through each daily bar reveals the brutal arithmetic of the downturn. The index descended from 2062.82 to 1802.74, a decline of -12.6%. The max drawdown of 13.5% tested any position sizing assumptions, while the largest single-bar move of 5.7% demonstrated how quickly sentiment could shift. Nine decision points were embedded in this period, with three flagged as critical moments where directional conviction or defensive positioning would have defined outcomes. A trader working through this material confronts the texture of that bear market in granular detail.
The educational value lies in confronting process, risk, and psychology under genuine stress. Managing a 13.5% drawdown requires precommitment to sizing rules that most participants violate when volatility spikes. The three critical decision nodes train pattern recognition for regime transitions—when to stand firm versus when to adapt. Psychologically, replaying authentic crisis data builds the equanimity needed when future markets inevitably turn volatile again. This is simulation in service of judgment, not prediction.