Default · DAX Index (2010)
Replay 144 trading days on the DAX through 2010 as Greek debt fears rippled across European markets, navigating a 10.5% drawdown along the way. You step through each session, make calls at 25 decision points, and receive an AI coach review of your simulated reasoning.
144 daily bars · 25 decision points · 2010-01 to 2010-08 · Stocks
Key facts
This window spans 203 days with a peak-to-trough drawdown of 10.5% and a 16.5% run-up.
- Max drawdown
- −10.5%
- Max run-up
- +16.5%
- Duration
- 203 days
- Largest single-day move
- +5.3%
- 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 scenario replays 144 trading days on the DAX from January 12, 2010, through August 3, 2010, as Greek sovereign debt fears swept across European markets. The 2010s decade was young, and investors were navigating a fragile post-financial-crisis landscape where fiscal stress in peripheral eurozone economies threatened broader stability. Starting valuations and macroeconomic uncertainty made this a high-stakes test of risk management under spreading contagion fears.
Over the full 144-day period, the DAX managed a modest 6.1% gain, closing at 6307.91. Beneath that aggregate advance lay significant turbulence—a maximum drawdown of 10.5% consumed portfolios at various points, and the largest single session moved 5.3%, underscoring the kind of directional violence that accompanies crisis psychology. European equities swung between risk-on optimism and risk-off capitulation as headlines alternated between bailouts and defaults.
For decision training, the scenario's 25 decision points—9 flagged as critical—demand that participants confront process, risk calibration, and emotional discipline simultaneously. The gap between a 6.1% net gain and a 10.5% drawdown illustrates how volatility itself erodes outcomes; surviving drawdowns without abandoning strategy is the central lesson. Participants must practice distinguishing signal from noise, sizing positions that allow endurance through 5.3% single-day swings without panic-driven exits that crystallize losses unnecessarily.
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