BIST 100 Uptrend Replay (1998-01-12 to 1998-01-28)
Replay a 30-bar BIST 100 stretch ending -8.0% to learn how rallies unravel under pressure. You walk through each trading day, hit 7 decision points, and receive AI coach feedback on your choices in a simulated environment.
30 daily bars · 7 decision points · 1997-12 to 1998-02 · Stocks
Key facts
This window spans 47 days with a peak-to-trough drawdown of 25.2% and a 16.6% run-up.
- Max drawdown
- −25.2%
- Max run-up
- +16.6%
- Duration
- 47 days
- Largest single-day move
- −10.8%
- 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
Turkey's BIST 100 index entered the final stretch of 1997 with market participants bracing for a potential year-end rally. The scenario immerses you in 30 daily bars spanning the 1990s, a decade characterized by heightened emerging-market sensitivity as global capital flows repositioned. You step into this environment knowing the period will test your ability to read momentum and manage risk as conditions shift beneath you.
The index opened at 31.83 and finished at 29.27, delivering a net decline of -8.0% over the data span. The journey proved far more turbulent than the final number suggests, with a maximum drawdown of 25.2% testing portfolio values at their weakest. A single session recorded a move of 10.8%, the largest bar during the replay, underscoring the volatility that characterized this stretch. Seven decision points dot the timeline—three marked as critical—demanding you act with conviction when the market offered no clear consensus.
This replay forces an honest reckoning with how rallies unravel under pressure. You confront the gap between expecting continuation and accepting reversal, learning to update your thesis without abandoning discipline. The 25.2% drawdown becomes a stress test for your risk framework, while the 10.8% single-bar move reveals how quickly tail events can overwhelm position sizing assumptions. Process, not prediction, determines survival: tracking your decisions against outcomes across seven checkpoints builds the feedback loop that separates reactive traders from those who learn from history.