BEL 20 Uptrend Replay (2013-08-30 to 2013-11-06)
Replay 98 daily bars of the BEL 20 from July to December 2013, capturing a 5.7% climb with 2.6% swings. Step through each session, tackle 11 decision points, and receive an AI coach review on your simulated choices.
98 daily bars · 11 decision points · 2013-07 to 2013-12 · Stocks
Key facts
This window spans 137 days with a peak-to-trough drawdown of 5.7% and a 11.8% run-up.
- Max drawdown
- −5.7%
- Max run-up
- +11.8%
- Duration
- 137 days
- Largest single-day move
- −2.6%
- Bars
- 98 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
In the summer of 2013, the BEL 20 Belgium's benchmark equity index entered a period of measured optimism. Spanning 98 daily bars from late July through early December, traders faced a market grinding higher with intermittent volatility spikes of up to 2.6% in a single session. The challenge was not spotting a clear trend but navigating its chop—capturing gains while managing exposure during pullbacks that tested conviction. Decision points were scattered throughout, demanding disciplined responses rather than reactive guesses.
The index rose from 2638.99 to 2790.61, delivering a 5.7% return over the full window. However the journey was far from straight: the maximum drawdown of 5.7% reminded participants that even gentle uptrends contain painful reversals. Eleven decision points punctuated the replay, four deemed critical moments where positioning and risk management made the difference between outperforming and underperforming the move.
For decision training, the scenario teaches the value of process over prediction. Volatility of 2.6% tests emotional control; a maximum drawdown equal to the net gain forces reflection on position sizing. The modest 5.7% return reminds traders that opportunity cost and risk-adjusted performance matter more than raw direction. Navigating this window, participants practice holding conviction through noise while protecting capital—the core discipline separating systematic traders from impulsive guessers.
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