Collapse · DAX Index (2007)
Replay the 2007 DAX Index from April through November across 150 daily bars as credit markets froze. Step through each decision point, defend your calls against volatility, and receive an AI coach review of simulated educational trades.
150 daily bars · 26 decision points · 2007-04 to 2007-11 · Stocks
Key facts
This window spans 215 days with a peak-to-trough drawdown of 10.3% and a 14.2% run-up.
- Max drawdown
- −10.3%
- Max run-up
- +14.2%
- Duration
- 215 days
- Largest single-day move
- −2.4%
- Bars
- 150 Daily bars
- Decision points
- 26
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 in the spring and autumn of 2007 presented traders with a paradox: the German blue-chip market was rising overall, yet the credit environment underpinning global finance was tightening dangerously. From April 5 to November 6, 150 daily bars captured an index navigating uncharted volatility as subprime concerns metastasized into broader credit market anxiety. The decade of the 2000s was entering its most turbulent stretch for European equities, and every tick carried weight.
The closing values bookended the period at 7099.91 and 7827.19, delivering a nominal gain of 10.2 percent. Yet this headline figure obscured turbulence: the maximum drawdown reached 10.3 percent, and the largest single-bar move hit 2.4 percent. Across 26 decision points—9 of them critical—participants faced repeated tests of conviction and timing amid shifting sentiment.
This replay teaches that surviving volatile markets demands disciplined process over directional conviction. The gap between paper gains and realized outcomes is bridged by how one manages drawdowns and volatile swings. Psychologically, the 2000s-era lesson is stark: confidence built during calm markets erodes quickly when credit conditions tighten, and only a repeatable framework keeps decisions sound when emotions run hot.