BIST 100 Uptrend Replay (2006-11-28 to 2006-12-15)
Replay a 30-bar slice of the BIST 100 from late 2006, capturing a 6.2% maximum drawdown alongside a 4.4% single-bar surge. Walk through each authentic trading day, make decisions at seven checkpoints, and receive an AI coach review in a fully simulated educational environment.
30 daily bars · 7 decision points · 2006-11 to 2006-12 · Stocks
Key facts
This window spans 41 days with a peak-to-trough drawdown of 6.2% and a 8.1% run-up.
- Max drawdown
- −6.2%
- Max run-up
- +8.1%
- Duration
- 41 days
- Largest single-day move
- +4.4%
- 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 in late 2006 represented a maturing emerging market navigating post-boom consolidation after the volatile early 2000s. This 30-bar replay from November 15 to December 26, 2006, immerses traders in a period where the index closed at 396.54 and ultimately settled at 387.67, yielding a net decline of -2.2%. Seven decision checkpoints punctuate the timeline, three deemed critical, demanding disciplined responses to shifting sentiment.
The authentic data reveals the challenge: a maximum drawdown of 6.2% tested risk management frameworks, while a single-bar surge of 4.4% introduced sudden reversals that rewarded preparation over reaction. Participants faced the classic dilemma of distinguishing noise from signal across consecutive daily bars, with each checkpoint offering the opportunity to adjust exposure, tighten stops, or maintain conviction. The modest net decline masked significant intraperiod volatility, a hallmark of 2000s emerging-market behavior.
This replay excels as a decision-training vehicle because it strips away post-hoc rationalization. Traders must commit in real time, knowing that 6.2% drawdowns can materialize before 4.4% recoveries arrive. The three critical checkpoints force participants to confront position sizing, emotional control, and the cost of hesitation. Mastering such environments builds the psychological resilience essential for navigating any market era.