BIST 100 Downtrend Replay (1999-05-18 to 1999-06-02)
Replay the BIST 100 correction from May to June 1999, when the index fell 3.9% across 30 daily bars and suffered a 14.6% drawdown. Walk through each trading day, navigate seven decision points, and receive an AI coach review of your simulated choices.
30 daily bars · 7 decision points · 1999-05 to 1999-06 · Stocks
Key facts
This window spans 42 days with a peak-to-trough drawdown of 14.6% and a 12.0% run-up.
- Max drawdown
- −14.6%
- Max run-up
- +12.0%
- Duration
- 42 days
- Largest single-day move
- +7.6%
- 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 spring of 1999, Turkey's BIST 100 index entered a correction phase that tested investor resolve across thirty trading days. The market, still maturing in the post-crisis environment of the 1990s, faced the dual challenge of restoring confidence while navigating uncertain domestic and regional conditions. Participants in this replay confront a period where protecting capital became as important as identifying opportunity, and where patience was required to distinguish normal volatility from structural weakness.
The index closed the period at 52.41, down from an opening near 54.52, representing an overall decline of 3.9%. However, this headline figure masks more turbulent conditions beneath the surface: a maximum drawdown of 14.6% occurred at the worst point, and individual trading sessions saw moves as large as 7.6%. Across the thirty daily bars, seven distinct decision points emerged, three of which the scenario identifies as critical junctures where positioning and risk management decisions carried heightened consequences. Navigating these inflection points required continuous reassessment of exposure and tolerance for uncertainty.
This replay emphasizes process over prediction. The 1999 correction demonstrates that surviving a drawdown of 14.6% requires disciplined position sizing and acceptance that the largest single-day moves can occur during periods of heightened stress. The three critical decision points serve as training anchors, forcing deliberate choices rather than passive responses. For participants, the lesson centers on emotional regulation: recognizing that a 3.9% total decline can feel more severe when experienced through the lens of interim losses, and that maintaining conviction in a sound process matters more than reacting to short-term price fluctuations.