Commodity Shock · DAX Index (2008)
Commodity shocks hammered the DAX through 2008, slicing the index by 16.1% across 144 trading days. Replay each session, navigate 25 decision points, and receive an AI coach review in this simulated educational drill.
144 daily bars · 25 decision points · 2008-02 to 2008-09 · Stocks
Key facts
This window spans 204 days with a peak-to-trough drawdown of 18.9% and a 16.9% run-up.
- Max drawdown
- −18.9%
- Max run-up
- +16.9%
- Duration
- 204 days
- Largest single-day move
- −4.2%
- 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
In early 2008, German equities faced mounting pressure from commodity market extremes. The DAX index, representing Germany's largest publicly traded companies, was navigating the final stages of a prolonged bull market while raw material costs surged. Traders confronted a landscape where commodity price volatility threatened corporate margins across the export-heavy economy. The period demanded careful risk assessment as the market's underlying dynamics shifted beneath seemingly stable surface conditions.
Over 144 trading days from 2008-02-26 to 2008-09-17, the DAX declined from 6985.97 to 5860.98, representing a -16.1% correction. The index experienced a maximum drawdown of 18.9%, with individual sessions seeing moves of 4.2%, illustrating the sharp intraday fluctuations characteristic of crisis periods. Nine of the 25 decision points were flagged as critical, requiring participants to act under heightened uncertainty without the benefit of hindsight.
This replay drills participants in maintaining analytical discipline when volatility accelerates. The scenario tests risk calibration—whether position sizing and stop logic remain coherent as drawdowns approach psychologically painful thresholds. It also challenges emotional regulation: the urge to abandon process mid-decline often compounds losses. Navigating commodity-driven equity stress demands distinguishing temporary dislocation from structural regime change, a judgment call that historical context alone cannot automate.
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