BIST 100 Uptrend Replay (2010-12-20 to 2011-01-06)
Replay 30 daily bars of BIST 100 from 2010-12-07 to 2011-01-17, where the index slipped 1.5% overall yet swung with a 6.4% drawdown. Walk through the session day-by-day, face seven decision points, and receive an AI coach review in this simulated educational exercise.
30 daily bars · 7 decision points · 2010-12 to 2011-01 · Stocks
Key facts
This window spans 41 days with a peak-to-trough drawdown of 6.4% and a 9.1% run-up.
- Max drawdown
- −6.4%
- Max run-up
- +9.1%
- Duration
- 41 days
- Largest single-day move
- −2.6%
- 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
The BIST 100 entered a turbulent phase straddling the year-end of the 2010s. Between 2010-12-20 and 2011-01-06, the Turkish stock index presented a rally scenario where participants had to navigate 30 daily bars of authentic price action. The setup placed traders in a market that looked poised for gains yet carried hidden hazards—the kind of environment where discipline separates learning from loss.
The index closed at 668.31, slipping from an opening near 678.73 for an overall decline of -1.5%. Beneath this modest net loss lurked more violent swings: a maximum drawdown of 6.4% tested intraday nerves, while the largest single-bar move reached 2.6%. Seven decision points punctuated the replay, three of which the AI coach flagged as critical. Players who mistimed entries or ignored position sizing early on found themselves fighting uphill battles during the deeper pullbacks.
This scenario sharpens decision training by exposing how a flat net result can hide turbulent individual sessions. Practitioners learn to stick to process when drawdowns deepen, to size positions so that a 2.6% swing does not become catastrophic, and to recognize which moments the coach identifies as make-or-break. The 2010s vintage of this exercise remains a disciplined sandbox for testing reactions to volatility without risking real capital.