BIST 100 Downtrend Replay (2002-04-15 to 2002-05-02)
Replay a 30-bar Turkish BIST 100 correction where the index fell 1.8% with a 10.2% drawdown and 4.7% peak single-day swing. You make choices at 7 decision points across the 2002-04-02 to 2002-05-14 window, then receive an AI coach review of simulated trades.
30 daily bars · 7 decision points · 2002-04 to 2002-05 · Stocks
Key facts
This window spans 42 days with a peak-to-trough drawdown of 10.2% and a 11.8% run-up.
- Max drawdown
- −10.2%
- Max run-up
- +11.8%
- Duration
- 42 days
- Largest single-day move
- −4.7%
- 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 2002, Turkey's BIST 100 index presented traders with a textbook correction scenario. The market had been navigating the early 2000s economic landscape, and by early April, participants faced a period where volatility began to test conviction. With 7 decision points embedded across the 30-bar replay window spanning 2002-04-02 to 2002-05-14, this scenario captures a stretch where maintaining composure under pressure mattered more than calling the absolute bottom.
The index closed the period at 116.14, down 1.8% from its opening, yet the journey told a different story. Between 2002-04-02 and 2002-05-14, the market endured a maximum drawdown of 10.2% while experiencing a largest single-day swing of 4.7%. These fluctuations created repeated inflection points where participants had to choose between holding, reducing exposure, or rotating strategies as the correction unfolded.
This replay sharpens decision-making under genuine uncertainty. The 7 decision points—3 marked critical—force participants to act when clarity is lowest. The gap between the modest -1.8% net decline and the turbulent 10.2% drawdown reveals why process matters more than outcome prediction. Managing downside risk, respecting position sizing, and controlling emotional responses become the real tests. Turkey's 2002 market reminds us that volatility shakes conviction even in relatively contained corrections, making this scenario a valuable case study for building discipline under pressure.