BEL 20 Uptrend Replay (2011-03-16 to 2011-04-29)
Replay 62 daily bars of the BEL 20 from February to May 2011, a sideways grind where the index moved only 0.5% while logging a 7.0% drawdown. You step through 11 decision points, four of them critical, with AI coach feedback after each simulated choice.
62 daily bars · 11 decision points · 2011-02 to 2011-05 · Stocks
Key facts
This window spans 87 days with a peak-to-trough drawdown of 7.0% and a 9.7% run-up.
- Max drawdown
- −7.0%
- Max run-up
- +9.7%
- Duration
- 87 days
- Largest single-day move
- −3.1%
- Bars
- 62 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 BEL 20, Belgium's benchmark equity index, entered this replay at a moment when European sovereign-debt anxieties were still rattling investor confidence across the continent. The scenario spans February to May 2011, covering 62 daily bars that would push a trader through a sideways, low-confidence advance. Understanding how to navigate this kind of grinding, low-conviction market is a core skill for anyone learning to manage positions under uncertainty.
The headline outcome hides the real story: the index closed 2703.37 and finished at 2718.01, a net gain of just 0.5%. Yet within that narrow band, a 7.0% drawdown occurred and individual sessions moved as much as 3.1%. The market was not quiet — it was noisy and directionally ambiguous. Across the 11 decision points, four were flagged as critical, meaning the replay forces the trader to confront moments where position sizing, stop placement, or conviction assessment carried heightened consequence.
This scenario is a test of process over prediction. The directional bias was already established early on, so the challenge was not forecasting but execution: staying disciplined through drawdowns, avoiding overtrading in tight ranges, and managing psychology when the market rewards patience with minimal return. For trainees, the lesson is clear — a market that "goes nowhere" still demands full attention to risk and emotional control.