BIST 100 Uptrend Replay (2004-02-23 to 2004-03-29)
Replay five weeks of Turkish BIST 100 trading spanning 52 daily bars and an 8.1 percent advance. Step through each session, face nine decision points including three critical junctures, and receive an AI coach review of your simulated choices.
52 daily bars · 9 decision points · 2004-01 to 2004-04 · Stocks
Key facts
This window spans 76 days with a peak-to-trough drawdown of 10.6% and a 23.1% run-up.
- Max drawdown
- −10.6%
- Max run-up
- +23.1%
- Duration
- 76 days
- Largest single-day move
- +4.9%
- Bars
- 52 Daily bars
- Decision points
- 9
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 entered early 2004 as a market seeking direction after the volatile 2000s opening. This replay spans 52 daily bars, covering roughly five weeks of trading that tested every participant's ability to navigate a market capable of large intraday swings. The index closed the period at 186.78, up 8.1 percent from its starting point of 172.82, but the journey was anything but smooth. What was at stake was not merely directional conviction but the discipline to manage risk through a period where a single session could move 4.9 percent and a drawdown could reach 10.6 percent.
The price action unfolded through alternating momentum and retracement. Nine distinct decision points were embedded in the data, three of which the replay identifies as critical junctures where directional signals conflicted or volatility compressed. The maximum drawdown of 10.6 percent reminds us that even a net-positive outcome requires surviving adverse stretches without forced exits. The largest single-bar move of 4.9 percent demonstrates how quickly positions can be tested or rewarded, demanding that size and stops be calibrated to survive the range of plausible sessions.
For decision training, this scenario excels at forcing students to confront the gap between a favorable outcome and a sound process. The 8.1 percent net gain could obscure the psychological cost of enduring a 10.6 percent peak-to-trough decline midstream. Nine decision points train pattern recognition across momentum entries, pullback management, and volatility adaptation. The three critical junctures specifically challenge whether a student can maintain conviction when indicators conflict or when a position turns against a well-reasoned thesis. Success here is measured not by guessing the direction but by applying consistent risk and process discipline through an imperfect, volatile path.
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