BEL 20 Downtrend Replay (2025-03-18 to 2025-04-09)
Replay 34 daily bars of the BEL 20 from 2025-03-05 to 2025-04-23, a correction that shaved 3.9% off the index. You step through each session, face seven decision points, and receive an AI coach review, all in a simulated educational environment.
34 daily bars · 7 decision points · 2025-03 to 2025-04 · Stocks
Key facts
This window spans 49 days with a peak-to-trough drawdown of 14.2% and a 11.0% run-up.
- Max drawdown
- −14.2%
- Max run-up
- +11.0%
- Duration
- 49 days
- Largest single-day move
- −4.7%
- Bars
- 34 Daily bars
- Decision points
- 7
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 entered a testing phase in early March 2025. Over the 34 daily bars spanning March 5 to April 23, traders and investors replaying this period faced a sustained correction across the BEL 20, Belgium's flagship stock index. The era falls squarely within the 2020s, a decade already marked by elevated uncertainty, and this particular window placed participants in the uncomfortable position of navigating declining prices without the benefit of hindsight. The scenario stakes are clear: learn to make decisions under pressure in a simulated environment where only process and discipline matter.
The replayed sessions revealed a 3.9% retreat from 4460.44 to 4286.28, but this headline figure obscures a more turbulent underlying reality. The index experienced a maximum drawdown of 14.2% during this window, with volatility punctuated by a 4.7% single-session swing—the largest such move in the dataset. Seven decision points were embedded throughout, three of which the replay classified as critical junctures where positioning choices carried heightened consequence. Each of these moments demanded participants choose between holding, reducing, or adapting their exposure.
This correction scenario strips away hindsight and forces genuine engagement with uncertainty. Participants learn that preserving capital during a 14.2% peak-to-trough decline demands disciplined position sizing and pre-defined exit triggers. The psychological dimension proves equally instructive: absorbing a 4.7% intraday loss without abandoning a sound process separates experienced practitioners from reactive ones. By confronting these moments in simulation, replay users internalize that surviving drawdowns and volatility spikes is less about predicting the bottom and more about maintaining the discipline to execute a well-reasoned plan throughout.
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