BIST 100 Uptrend Replay (2018-07-12 to 2018-08-01)
Replay a real 30-day BIST 100 stretch from July to August 2018 that ended -1.9% after a 9.8% drawdown. Step through each daily bar, face seven decision points, and receive an AI coach review of your simulated trades.
30 daily bars · 7 decision points · 2018-07 to 2018-08 · Stocks
Key facts
This window spans 39 days with a peak-to-trough drawdown of 9.8% and a 8.5% run-up.
- Max drawdown
- −9.8%
- Max run-up
- +8.5%
- Duration
- 39 days
- Largest single-day move
- −5.2%
- 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 BIST 100 index presents traders with a compressed 30-day window from July 2 to August 10, 2018—a period that encapsulates the volatility of an emerging market navigating post-election uncertainty and currency pressures. Seven decision points punctuate the timeline, three of them marked as critical junctures where directional conviction and risk discipline were most severely tested. For traders engaging this replay, the central question is not whether one can predict the outcome, but whether one can navigate the uncertainty in real time.
The data tells a nuanced story. The index closed at 949.4 from an opening of 967.73, a modest -1.9% net decline over the 30-bar span. Yet this headline number obscures the journey: a maximum drawdown of 9.8% was recorded, and the largest single-bar move reached 5.2%. These figures reveal that the market did not move in a straight line but oscillated through sharp reversals and momentum bursts, punishing both premature entries and ill-timed exits with equal force.
This replay teaches that process matters more than prediction. The 9.8% drawdown tests a trader's commitment to their methodology when losses accumulate, while the 5.2% intrabar spikes demand rapid reassessment of position sizing and risk tolerance. Navigating seven decision points in a declining market requires emotional regulation, disciplined journaling, and the willingness to update assumptions without abandoning core principles. The historical frame transforms a simple price series into a laboratory for examining how one actually behaves under pressure.