BEL 20 Uptrend Replay (2016-02-11 to 2016-06-07)
Replay the BEL 20 from 2015-12-21 to 2016-07-22 across 150 daily bars, navigating an 11-decision-point rally that swung as much as 6.4% in a single session. You step through each historical day, make calls at four critical decision points, and receive an AI coach review of your reasoning. Simulated capital, educational market-replay only.
150 daily bars · 11 decision points · 2015-12 to 2016-07 · Stocks
Key facts
This window spans 214 days with a peak-to-trough drawdown of 16.6% and a 13.3% run-up.
- Max drawdown
- −16.6%
- Max run-up
- +13.3%
- Duration
- 214 days
- Largest single-day move
- −6.4%
- Bars
- 150 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.
Related scenarios
- BEL 20 Uptrend Replay (2015-09-29 to 2015-11-30)2015 · Lv.2
- BEL 20 Uptrend Replay (2016-11-18 to 2017-05-10)2016 · Lv.2
- BEL 20 Uptrend Replay (2016-06-27 to 2016-09-05)2016 · Lv.2
- BEL 20 Uptrend Replay (2017-06-30 to 2018-01-22)2017 · Lv.2
- BEL 20 Uptrend Replay (2013-12-13 to 2014-07-03)2013 · Lv.2
- BEL 20 Uptrend Replay (2013-08-30 to 2013-11-06)2013 · Lv.2
Event Replay
What happened — and what it teaches
The BEL 20, Belgium's benchmark equity index, anchors this market-replay scenario spanning 150 daily bars from 2015-12-21 to 2016-07-22. Set against the 2010s volatility landscape, the replay immerses traders in a period where European equities navigated uncertain macroeconomic currents. Participants face 11 decision points, including 4 critical junctures demanding real-time judgment under historical pressure.
The index closed the period at 3450.27, down -4.5% from its opening, yet the journey proved far more turbulent than the net outcome suggests. A maximum drawdown of 16.6% tested risk management discipline, while the largest single-bar move of 6.4% demanded composure during sudden spikes. These statistics frame a market that punished indecision while rewarding those who had prepared decision frameworks in advance.
This replay cultivates decision-making skill by placing traders inside authentic conditions where entry timing, position sizing, and exit discipline determine cumulative outcomes. The contrast between modest net decline and violent intraperiod swings teaches that survival through drawdowns is prerequisite to capturing eventual moves. Practicing judgment at each of the 4 critical nodes builds the psychological resilience required when real capital is at stake.