BIST 100 Uptrend Replay (2006-09-25 to 2006-10-27)
Replay a 44-day BIST 100 segment from 2006 where the index climbed 5.8% amid a 5.9% drawdown and 3.7% single-bar swings. Step through eight decision points, three critical, and receive an AI coach review of your simulated choices.
44 daily bars · 8 decision points · 2006-09 to 2006-11 · Stocks
Key facts
This window spans 64 days with a peak-to-trough drawdown of 5.9% and a 12.7% run-up.
- Max drawdown
- −5.9%
- Max run-up
- +12.7%
- Duration
- 64 days
- Largest single-day move
- −3.7%
- Bars
- 44 Daily bars
- Decision points
- 8
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 autumn of 2006, Turkey's BIST 100 entered a modest but challenging uptrend that tested the patience and discipline of any participant watching the daily bars unfold. Between September 7 and November 10, a 44-day window captured the index navigating the complexities of a market searching for direction. With eight decision points embedded in this stretch, three of them marked as critical moments, the scenario forces participants to confront the tension between conviction and caution during a period when the 2000s bull cycle was maturing.
The numbers reveal a market that rewarded resilience yet punished hesitation. The index climbed from 374.57 to 396.27, delivering a 5.8% gain over the period. However, this seemingly straightforward trajectory included a maximum drawdown of 5.9% and individual daily swings reaching 3.7%. Such volatility meant that a participant relying on directional bias alone could have easily exited prematurely or entered at the wrong moment, missing the eventual upside.
For decision training, this replay emphasizes the importance of predefined rules and emotional detachment. The three critical decision points serve as reminders that pivotal moments often arrive without warning, requiring participants to have already established their risk parameters. The interplay between the 5.9% drawdown and 3.7% single-bar moves illustrates how short-term noise can obscure the broader trend. This historical window teaches that even modest returns demand disciplined process, clear risk management, and the psychological endurance to endure adverse periods without abandoning a sound strategy.
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