BIST 100 Uptrend Replay (1997-07-01 to 1997-07-14)
Replay a 9.8% BIST 100 climb across 30 daily bars from July 1 to August 11, 1997, navigating a 10.1% drawdown along the way. You make decisions at 7 interactive checkpoints, including 3 critical ones, and receive an AI coach review for each move in a simulated, educational setting.
30 daily bars · 7 decision points · 1997-07 to 1997-08 · Stocks
Key facts
This window spans 41 days with a peak-to-trough drawdown of 10.1% and a 11.7% run-up.
- Max drawdown
- −10.1%
- Max run-up
- +11.7%
- Duration
- 41 days
- Largest single-day move
- +3.2%
- Bars
- 30 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
In the summer of 1997, the BIST 100 stepped into a two-month stretch that tested just how disciplined a trader could be when an uptrend refused to behave linearly. The replay window opens on July 1 and closes out on August 11, 1997, capturing thirty daily bars of an emerging-market index in motion. With seven decision points built into the scenario, including three marked as critical, the exercise asks you to act like a portfolio manager under genuine time pressure, weighing conviction against the risk of being whipsawed in a market that is simultaneously rewarding patience and punishing overreach.
The price action tells a deceptively simple story. The index climbs from 18.51 to 20.32, a 9.8% gain across the span. Yet the path is anything but smooth: a 10.1% maximum drawdown sits inside that advance, and the largest single-bar swing reaches 3.2%, enough to shake out anyone sizing positions too aggressively. Those numbers frame the central tension of the replay. You are participating in a trend, but the drawdown statistics remind you that even a confirmed uptrend spends meaningful time moving against the prevailing direction before rewarding the committed.
What makes this a useful training ground is the separation it forces between outcome and process. A 9.8% headline return looks attractive only if you happened to add through the 10.1% dip; arriving late or panic-selling mid-drawdown would have turned the same tape into a lesson in lost opportunity. The three critical decision points are designed precisely to probe that psychology, asking whether you protect capital, lean into the trend, or hold steady when volatility spikes. The skill being rehearsed is not prediction but process discipline: sizing consistently, pre-committing to exit rules, and writing down the reasoning before each decision so the AI coach's review has something concrete to evaluate.