BEL 20 Uptrend Replay (2021-11-30 to 2022-01-04)
Replay 52 daily bars of the BEL 20 between November 2021 and January 2022, a stretch marked by a 6.1% max drawdown and a 2.6% largest single-bar move. Walk through 9 decision points day-by-day, including 3 critical calls, and receive an AI coach review in a fully simulated, educational setting.
52 daily bars · 9 decision points · 2021-11 to 2022-01 · Stocks
Key facts
This window spans 71 days with a peak-to-trough drawdown of 6.1% and a 6.0% run-up.
- Max drawdown
- −6.1%
- Max run-up
- +6.0%
- Duration
- 71 days
- Largest single-day move
- −2.6%
- 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.
Event Replay
What happened — and what it teaches
The Belgian equity benchmark tracked 52 daily bars from mid-November 2021 through late January 2022, a stretch billed as an uptrend replay yet cloaked in genuine uncertainty. The BEL 20 occupies a unique position in European markets, blending domestic blue chips with internationally exposed names, and this particular window found investors weighing global growth signals against domestic fiscal cues. What was at stake was not merely directional conviction but the discipline to act coherently when the tape offered mixed signals.
The index closed the period at 4218.48, down 3.7% from its 4380.69 opening, a modest erosion that understates the underlying turbulence. The maximum drawdown of 6.1% tested downside tolerances, while the largest single-bar move of 2.6% reminded participants that volatility clusters can arrive without warning. Across the 9 decision points embedded in this replay—including 3 deemed critical—participants faced real-time choices about position sizing, risk exposure, and conviction amid a declining market that occasionally flickered with momentum sparks.
For decision training purposes, the episode distills into three reinforcing lessons. First, process matters more than prediction: a structured approach to entries and exits would have navigated the -3.7% drift more effectively than reactive guessing. Second, risk management is measured in drawdown terms, not just directional calls; the 6.1% trough reveals how quickly paper losses compound. Third, psychology is the silent variable—recognizing when market noise threatens to override a sound plan separates disciplined replay participants from those chasing every 2.6% intraday surge. The BEL 20 replay offers a contained laboratory for sharpening all three.