BIST 100 Uptrend Replay (2018-05-08 to 2018-05-28)
Replay 30 trading days across the BIST 100 window from April 25 to June 6, 2018, a stretch that saw the index slip from 1074.01 to 966.58. You navigate 7 decision points, three of them critical, then receive an AI coach review of your simulated choices.
30 daily bars · 7 decision points · 2018-04 to 2018-06 · Stocks
Key facts
This window spans 42 days with a peak-to-trough drawdown of 10.2% and a 7.2% run-up.
- Max drawdown
- −10.2%
- Max run-up
- +7.2%
- Duration
- 42 days
- Largest single-day move
- +3.2%
- 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.
Related scenarios
- BIST 100 Uptrend Replay (2018-08-16 to 2018-09-27)2018 · Lv.2
- BIST 100 Uptrend Replay (2017-09-27 to 2017-11-06)2017 · Lv.1
- BIST 100 Uptrend Replay (2018-07-12 to 2018-08-01)2018 · Lv.2
- BIST 100 Uptrend Replay (2016-07-21 to 2016-10-24)2016 · Lv.1
- BIST 100 Uptrend Replay (2021-07-13 to 2021-09-02)2021 · Lv.1
- BIST 100 Uptrend Replay (2022-05-20 to 2022-06-07)2022 · Lv.2
Event Replay
What happened — and what it teaches
Turkey's BIST 100 entered a challenging stretch from April 25 to June 6, 2018. As the benchmark index retreated from 1074.01, traders faced a sustained downtrend that demanded careful navigation. The 30-day replay window posed a test of discipline and risk awareness, presenting participants with 7 decision points—3 of them critical junctures where positioning decisions carried heightened consequence.
By the close of the period, the index had settled at 966.58, representing a -10.0% decline. The maximum drawdown of 10.2% and a largest single-bar move of 3.2% defined the rhythm of this market, where volatility punctuated the broader slide. These numbers anchor the scenario in historical reality, offering no comfort but plenty of analytical material for those willing to examine how the decline unfolded bar by bar.
This replay sharpens decision training by placing process over prediction. Participants learn to manage risk when the market offers no easy refuge, practice calibrating position sizes against known volatility parameters, and develop psychological resilience in environments where every move carries downside exposure. The lesson is not about calling tops or bottoms but about executing sound methodology under pressure.