BEL 20 Uptrend Replay (2009-11-03 to 2010-01-06)
Step into a 90-bar BEL 20 replay where a -2.4% close hides a 9.8% drawdown and a 3.3% single-bar surge. You will navigate 11 decision points, including 4 critical ones, with the AI coach reviewing every simulated trade.
90 daily bars · 11 decision points · 2009-10 to 2010-02 · Stocks
Key facts
This window spans 127 days with a peak-to-trough drawdown of 9.8% and a 10.4% run-up.
- Max drawdown
- −9.8%
- Max run-up
- +10.4%
- Duration
- 127 days
- Largest single-day move
- +3.3%
- Bars
- 90 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
The Belgian BEL 20 index entered the final quarter of 2009 navigating the aftermath of the global financial crisis while emerging economies showed tentative recovery signs. This 90-bar replay spans from October 2009 to early February 2010, covering 11 decision points where traders faced the challenge of positioning within a market that offered no clear directional conviction. The stakes were significant: participants needed to manage exposure while absorbing genuine volatility without the benefit of hindsight.
The headline number masks the internal journey: the index closed at 2392.52, down 2.4% from its 2451.37 opening, yet the true range of experience was far wider. A maximum drawdown of 9.8% tested conviction during the replay, while a single session surge of 3.3% demonstrated how quickly sentiment could shift. These figures illustrate why mechanical trend-following proved insufficient; the market's -2.4% net outcome represented multiple layers of risk that had to be navigated rather than simply endured.
This replay excels as a decision-training exercise precisely because it refuses to be reduced to a simple directional call. Traders confronting these conditions had to balance protecting capital during the 9.8% drawdown phase against capturing the 3.3% volatility spike without overextending. The 11 decision points, including 4 critical moments, demand that participants maintain disciplined position sizing and emotional equilibrium. The lesson is clear: in markets where the net result barely registers while internal turbulence roars, the process of decision-making becomes the true measure of competence rather than the final tally.
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