CAC 40 Downtrend Replay (2008-12-10 to 2008-12-24)
Replay a brutal 8.4% drawdown across 30 daily bars of CAC 40 history. Step through each authentic session, make your own calls at 7 decision points, and receive an AI coach review of your simulated performance.
30 daily bars · 7 decision points · 2008-11 to 2009-01 · Stocks
Key facts
This window spans 44 days with a peak-to-trough drawdown of 8.4% and a 13.7% run-up.
- Max drawdown
- −8.4%
- Max run-up
- +13.7%
- Duration
- 44 days
- Largest single-day move
- +8.7%
- 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 replay unfolds in December 2008, when the global financial crisis was still hammering European equities with full force. The CAC 40, France's benchmark index, was caught in a maelstrom of collapsing confidence and systemic uncertainty. This scenario puts you inside a specific pocket of that chaos: the 2008-12-10 to 2008-12-24 window, when the market was grinding through a painful correction. What was at stake was not just capital preservation but the fundamental question every trader faces in a crisis—how to think clearly when the environment rewards panic and punishes hesitation.
The numbers tell the story. Across 30 daily bars of authentic data, the CAC 40 experienced an 8.4% max drawdown, with a single session capable of delivering an 8.7% shock. The overall journey from 3169.85 to 3299.5 delivered a modest 4.1% recovery by the end, but that headline figure masks violent internal swings. Navigating this required confronting seven distinct decision points—three of them critical junctures where the right call could stem losses and the wrong one could compound them. The gap between what the market ultimately did and what it felt like moment-to-moment is where the training lives.
This replay is a laboratory for decision training under pressure. The scenario forces participants to confront the gap between knowing what risk management means intellectually and executing it when your simulated portfolio is underwater. The 8.7% single-bar moves test emotional regulation; the 8.4% drawdown tests position sizing and conviction. By stepping through each session without the benefit of hindsight, learners practice the discipline of process over outcome—understanding that good decisions can produce losses while bad ones can get lucky, but that consistency in process is the only edge that compounds over time.