BEL 20 Uptrend Replay (2016-11-18 to 2017-05-10)
Step into a 150-day BEL 20 replay capturing an 8.5% climb from 3587.64 to 3890.84. You navigate each daily bar, tackle 11 decision points including 4 critical ones, and receive an AI coach review of your calls, simulated for education only.
150 daily bars · 11 decision points · 2016-10 to 2017-05 · Stocks
Key facts
This window spans 215 days with a peak-to-trough drawdown of 4.5% and a 17.9% run-up.
- Max drawdown
- −4.5%
- Max run-up
- +17.9%
- Duration
- 215 days
- Largest single-day move
- +3.1%
- 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.
Event Replay
What happened — and what it teaches
The Belgian BEL 20 index, tracking the 20 largest equities on Euronext Brussels, offers a window into European market dynamics during a period of gradual economic recovery in the 2010s. This replay spans the data from 2016-10-27 to 2017-05-30, presenting 150 daily bars that challenge your ability to manage positions through a sustained advance. What was at stake went beyond mere returns—it was about maintaining discipline and process when markets refuse to move in straight lines.
The index climbed 8.5% over the period, rising from 3587.64 to 3890.84. Yet the journey was anything but smooth: a maximum drawdown of 4.5% tested conviction during intermediate corrections, while the largest single-bar move of 3.1% demanded split-second risk decisions. Across the 150 trading days, 11 decision points were embedded—4 of them critical—forcing participants to choose between holding, adjusting, or stepping aside when momentum shifted.
This scenario trains the habits that separate consistent performers from impulsive traders. You learn to define acceptable risk parameters before entry, size positions relative to expected volatility, and separate signal from noise when short-term fluctuations test your resolve. The psychological dimension is equally demanding: acting decisively at critical junctures while resisting the urge to overtrade during quieter stretches. By replaying authentic 2010s market behavior, you internalize these lessons through experience rather than theory alone.