BIST 100 Downtrend Replay (2018-05-28 to 2018-06-18)
Replay a 30-bar Turkish equities correction from May to June 2018, watching the index slide -6.1% to 959.55 across a 12.7% drawdown. You walk through each daily decision point, especially three critical ones, while an AI coach reviews your simulated choices.
30 daily bars · 7 decision points · 2018-05 to 2018-06 · Stocks
Key facts
This window spans 42 days with a peak-to-trough drawdown of 12.7% and a 5.3% run-up.
- Max drawdown
- −12.7%
- Max run-up
- +5.3%
- 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.
Event Replay
What happened — and what it teaches
The Turkish stock market in May 2018 faced a confluence of pressures: a currency in retreat, capital outflows accelerating, and geopolitical crosscurrents rattling investor confidence. The BIST 100, having touched levels near 1021.58 earlier in the month, entered a correction phase that would play out over the following weeks. For participants replaying this scenario, the central question was how to respond when a blue-chip index begins to crack — whether to hold, to hedge, or to reduce exposure. The 30-bar dataset spans from 2018-05-16 to 2018-06-27, giving a full picture of the retreat.
The index closed the period at 959.55, a decline of 6.1% from the opening level. The trajectory was not smooth: the maximum drawdown reached 12.7%, meaning peak-to-trough losses were nearly double the headline figure. At its worst, a single daily bar moved 3.2% — a jolt that tested every position sized without adequate margin for volatility. Across the 30 sessions, seven discrete decision points presented themselves, three of which were critical inflection moments where the difference between a disciplined response and a reactive one shaped the outcome.
Replaying this correction trains several muscles at once. First, process: having a rule for when a 12.7% drawdown triggers action, rather than waiting for pain to become unbearable. Second, risk calibration: a 3.2% single-bar move is survivable if position size respects volatility; it is devastating if it does not. Third, psychology: corrections in a single decade like the 2010s are not anomalies — they are recurring features of market structure, and the ability to stay objective rather than capitulate is what separates a learning experience from a costly one.