Bubble · DAX Index (2009)
Replay 150 daily DAX bars across the post-crisis liquidity rally, where the index still fell 10.2% from peak before stabilizing. Make choices at 26 decision points, get AI coach review, and study market behavior through simulated educational replay.
150 daily bars · 26 decision points · 2009-09 to 2010-05 · Stocks
Key facts
This window spans 217 days with a peak-to-trough drawdown of 10.2% and a 18.3% run-up.
- Max drawdown
- −10.2%
- Max run-up
- +18.3%
- Duration
- 217 days
- Largest single-day move
- −3.3%
- 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 replay captures the DAX Index during the post-crisis liquidity rally from September 2009 to May 2010, a period when unprecedented central bank intervention was reshaping market dynamics. Investors faced the task of navigating an environment where policy-driven momentum often overwhelmed traditional valuation signals. The scenario presents 26 decision points, 9 of them critical, across 150 daily bars, challenging participants to make choices amid conflicting signals about sustainable recovery versus temporary relief.
Over the full data span from 2009-09-29 to 2010-05-04, the DAX closed at 6006.86, representing a 5.1% gain from the opening level of 5713.52. Yet this seemingly modest advance concealed considerable turbulence: the index experienced a maximum drawdown of 10.2%, and individual sessions saw moves of up to 3.3%. The gap between headline returns and actual volatility underscores the deceptive nature of policy-influenced markets.
For decision training, this scenario excels at illustrating the psychology of post-crisis investing. The 10.2% drawdown reminds participants that even apparent uptrends demand robust risk management. The 3.3% single-bar swings test emotional discipline when positions face sudden pressure. With 26 decision points and 9 critical junctures, learners practice the iterative process of adjusting positions rather than relying on directional conviction alone. The environment captures the peculiar tension of post-crisis periods: optimism from policy support battling anxiety about lingering fragility, with both forces capable of dominating at different moments.
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