BIST 100 Downtrend Replay (2024-07-22 to 2024-08-26)
Replay a 15.7% drawdown across 52 daily bars on the BIST 100, capturing the 2024-07-22 to 2024-08-26 correction. Step through each session, face 9 decision points, and receive an AI coach review of your choices in this simulated, educational scenario.
52 daily bars · 9 decision points · 2024-07 to 2024-09 · Stocks
Key facts
This window spans 73 days with a peak-to-trough drawdown of 15.7% and a 8.0% run-up.
- Max drawdown
- −15.7%
- Max run-up
- +8.0%
- Duration
- 73 days
- Largest single-day move
- −5.5%
- Bars
- 52 Daily bars
- Decision points
- 9
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 faced a significant test as the BIST 100 entered a pronounced correction phase from late July 2024. This replay scenario covers 52 daily bars of authentic historical price action, challenging participants to navigate the turbulence of an -8.0% decline while managing mounting downside exposure. With 9 decision points embedded throughout—3 deemed critical—the scenario recreates the pressure of maintaining discipline when headlines grow alarming and portfolio values erode.
The index opened at 10343.3 and ultimately settled at 9521, representing an -8.0% contraction over the period. The correction proved deeper in real-time terms, with maximum drawdown touching 15.7% at the worst point. Intraday volatility added to the challenge, as the largest single-bar move reached 5.5%, capable of testing even well-constructed risk management frameworks and forcing split-second position assessments.
This correction replay sharpens several essential competencies for active market participants. The scenario demands that learners practice defining their drawdown tolerance and position sizing under genuine market duress, rather than in abstract discussions. It also trains the critical distinction between price noise and structural deterioration signals. Most importantly, the psychological dimension proves vital—participants must confront their own decision-making biases when portfolios are under pressure, building the emotional discipline that separates sustainable risk management from reactive behavior. The 2020s have already delivered multiple correction episodes, making this preparation particularly timely.
Featured in the archive