Pandemic · DAX Index (2003)
Replay 144 turbulent days on the DAX from December 2002 to July 2003, when pandemic fears drove a 31.7% drawdown. Make your own choices across 9 critical decision points in this simulated training scenario, then receive an AI coach review.
144 daily bars · 25 decision points · 2002-12 to 2003-07 · Stocks
Key facts
This window spans 211 days with a peak-to-trough drawdown of 31.7% and a 50.0% run-up.
- Max drawdown
- −31.7%
- Max run-up
- +50.0%
- Duration
- 211 days
- Largest single-day move
- +7.3%
- Bars
- 144 Daily bars
- Decision points
- 25
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 DAX index enters December 2002 at the start of a 144-trading-day journey through one of the most emotionally charged periods in early 2000s markets. From the relative calm of post-dotcom recovery, traders faced an emerging global health crisis that would test conviction, risk tolerance, and disciplined process. Nine critical decision points would separate those who navigated the turbulence from those who capitulated to fear. The period demanded more than analysis—it required psychological resilience under prolonged uncertainty.
By July 2003, the index closed at 3239.61, a mere 0.5% above the starting level of 3224.74—deceptively modest for such a volatile journey. Beneath that flat net result lay a 31.7% maximum drawdown, with the largest single trading session delivering a 7.3% swing. These numbers tell the real story: markets did recover, but only for those who survived the intermediate collapse. Twenty-five decision points punctuated the period, offering repeated opportunities to test position sizing, trend reading, and emotional discipline.
This replay teaches that survival during pandemic-driven volatility requires separating noise from signal and maintaining risk protocols when conviction is tested. The flat net return masks the psychological journey: managing through a third of portfolio value vanishing before recovery arrives. Participants learn that process integrity—sticking to stop-loss rules, position limits, and emotional checklists—matters more than predicting the bottom. Historical accuracy preserves the genuine difficulty of these moments, making the training applicable to any fear-driven market disruption.