BEL 20 Uptrend Replay (2015-09-29 to 2015-11-30)
Replay the BEL 20's 2015 autumn climb across 90 daily bars, with the index moving from 3443.67 to 3642.79. Step through each session, navigate 4 critical decision points, and receive an AI coach review of your simulated choices.
90 daily bars · 11 decision points · 2015-08 to 2016-01 · Stocks
Key facts
This window spans 130 days with a peak-to-trough drawdown of 7.1% and a 14.1% run-up.
- Max drawdown
- −7.1%
- Max run-up
- +14.1%
- Duration
- 130 days
- Largest single-day move
- −2.9%
- 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 BEL 20 entered the autumn of 2015 in the 2010s as European equities sought direction amid shifting sentiment. The replay window from late August 2015 through early January 2016 frames a rally scenario where market participants navigated 90 daily bars across a two-month primary focus from September 29 to November 30. Volatility tagged the experience, making this a useful training ground for discretionary decisions in trending but uncertain conditions.
The index climbed from 3443.67 to 3642.79, delivering a 5.8% net gain over the full data span. The journey was not monotonic: a maximum drawdown of 7.1% tested any long positions held through choppy stretches, while the largest single-bar move of 2.9% represented the sharpest intraday swing. Across the replay, 11 decision points punctuated the flow, of which 4 were flagged as critical junctions where directional bias, sizing, or risk management choices carried heightened consequence.
The episode sharpens decision training by forcing learners to act before outcomes unfold. Navigating 4 critical nodes against a 7.1% drawdown tolerance requires disciplined position sizing and precommitment to rules, not after-the-fact rationalization. The 2.9% single-bar surprise reminds that momentum phases compress risk into sudden bursts, demanding psychological steadiness when equity curve stress peaks. Reviewing simulated choices against these authentic bars builds the habit of probabilistic thinking rather than outcome-driven narrative, the foundation of sound market judgment.