BEL 20 Downtrend Replay (2015-07-20 to 2015-08-24)
Replay a five-week BEL 20 correction spanning 52 daily bars from June 30 to September 9, 2015, with a 15.2% max drawdown. Step through each session, face nine decision points, and receive an AI coach review on your simulated choices.
52 daily bars · 9 decision points · 2015-06 to 2015-09 · Stocks
Key facts
This window spans 71 days with a peak-to-trough drawdown of 15.2% and a 10.6% run-up.
- Max drawdown
- −15.2%
- Max run-up
- +10.6%
- Duration
- 71 days
- Largest single-day move
- −5.0%
- Bars
- 52 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.
Related scenarios
- BEL 20 Downtrend Replay (2015-05-22 to 2015-07-07)2015 · Lv.1
- BEL 20 Downtrend Replay (2014-09-04 to 2014-10-16)2014 · Lv.1
- BEL 20 Downtrend Replay (2018-01-22 to 2018-07-02)2017 · Lv.1
- BEL 20 Downtrend Replay (2017-05-10 to 2017-06-30)2017 · Lv.1
- BEL 20 Downtrend Replay (2018-07-27 to 2018-10-26)2018 · Lv.2
- BEL 20 Downtrend Replay (2020-08-12 to 2020-09-25)2020 · Lv.2
Event Replay
What happened — and what it teaches
The Belgian benchmark index faced a significant test during the summer of 2015. Over 52 trading days spanning June 30 to September 9, investors navigated an extended correction that would ultimately result in a modest net decline. This replay scenario captures a portion of the broader 2010s market environment when European equities experienced renewed pressure, forcing participants to make consequential decisions under uncertainty. Nine decision points were embedded throughout the replay, three of which were flagged as critical junctures where directional conviction and risk management intersected.
The closing price shifted from 3574.7 to 3495.01, representing a net move of -2.2%. Yet this headline figure obscures the turbulence beneath the surface: maximum drawdown reached 15.2%, and the largest single trading session produced a 5.0% swing. The discrepancy between the net decline and peak-to-trough loss illustrates how sideways or mildly negative outcomes can coexist with significant interim volatility, creating repeated stress tests for anyone managing positions throughout the period.
This replay trains participants to confront the psychological weight of sustained pressure without the benefit of hindsight. Navigating a 15.2% drawdown requires disciplined process adherence, clear pre-defined response protocols, and emotional regulation when positions move against expectations. The three critical decision points serve as focal training moments where choices compound, demonstrating that outcome quality depends less on prediction accuracy and more on consistent execution of sound principles during adverse conditions.