BIST 100 Uptrend Replay (2016-07-21 to 2016-10-24)
Replay the BIST 100 across 126 daily bars from 2016-06-02 to 2016-12-06, navigating a 13.6% drawdown and a 7.1% single-day swing. Step through each session, make decisions at 11 key points, and receive an AI coach review of your reasoning in a simulated educational environment.
126 daily bars · 11 decision points · 2016-06 to 2016-12 · Stocks
Key facts
This window spans 187 days with a peak-to-trough drawdown of 13.6% and a 11.6% run-up.
- Max drawdown
- −13.6%
- Max run-up
- +11.6%
- Duration
- 187 days
- Largest single-day move
- −7.1%
- Bars
- 126 Daily bars
- Decision points
- 11
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.
Related scenarios
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- BIST 100 Uptrend Replay (2018-07-12 to 2018-08-01)2018 · Lv.2
- BIST 100 Uptrend Replay (2018-05-08 to 2018-05-28)2018 · Lv.2
- BIST 100 Uptrend Replay (2021-07-13 to 2021-09-02)2021 · Lv.1
- S&P/BMV IPC Uptrend Replay (2016-11-18 to 2017-07-25)2016 · Lv.2
Event Replay
What happened — and what it teaches
The BIST 100, Turkey's flagship equity index, entered the summer of 2016 navigating one of the most politically charged environments in the nation's recent history. From June 2 to December 6, 2016, traders faced 126 daily bars spanning a period marked by uncertainty following a failed military coup attempt earlier that year. Eleven decision points—four of them critical—demanded that participants navigate shifting sentiment across a market still finding its footing. The scenario places you in real-time, forcing you to act without the benefit of hindsight that history now provides.
What unfolded over those six months was a study in resilience and volatility. The index closed the period at 754.33, virtually unchanged from its opening of 762.72—a net move of just -1.1%. Yet this seemingly flat outcome masked considerable turbulence: a maximum drawdown of 13.6% tested risk management disciplines, while the largest single-day swing of 7.1% could have wiped out careless position sizing in an instant. Participants who survived this environment did so by respecting volatility, not fighting it.
This replay teaches three enduring lessons. First, sideways price action can coexist with extreme intraday swings—staying flat while remaining alert is a valid strategy. Second, a 13.6% peak-to-trough decline demands disciplined stop-loss thinking and position sizing that survives drawdowns. Third, critical decision nodes reveal character: participants who documented their reasoning at each of the four inflection points built a traceable process that no emotion could later distort. The goal is not predicting the future but building a decision system robust enough to handle whatever arrives.