Commodity Shock · DAX Index (2011)
Replay 150 daily bars across the DAX from December 2010, navigating a 12.3% drawdown and 3.2% single-bar swings as Middle East tensions hit energy markets. Work through 26 decision points, with 9 flagged critical, and receive an AI coach review of your calls. Simulated capital only, educational use.
150 daily bars · 26 decision points · 2010-12 to 2011-07 · Stocks
Key facts
This window spans 213 days with a peak-to-trough drawdown of 12.3% and a 15.6% run-up.
- Max drawdown
- −12.3%
- Max run-up
- +15.6%
- Duration
- 213 days
- Largest single-day move
- −3.2%
- 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 entered December 2010 with European equities riding post-crisis momentum, but geopolitical storm clouds were gathering across the Middle East. As regional tensions escalated into 2011, energy markets faced supply disruptions that threatened to ripple through global supply chains and test investor conviction across European benchmarks. This scenario captures a pivotal moment when commodity markets became a vector of systemic risk, turning policy uncertainty into equity volatility that demanded clear-headed decision-making under pressure.
Over the 150 trading days spanning December 2010 to July 2011, the DAX navigated a treacherous path. The index rose from 6954.38 to 7471.44, delivering a 7.4% return—but only after enduring a 12.3% drawdown and absorbing single-bar moves of up to 3.2%. Those who held steady through the turbulence were rewarded with gains; those who reacted to every headline likely compounded losses. The index ultimately closed higher, but the journey tested discipline at every turn.
This replay offers more than historical exposure—it sharpens decision-making under genuine uncertainty. With 26 decision points, including 9 flagged as critical, participants must choose when to act and when to hold without the comfort of hindsight. The scenario reveals how policy-driven commodity shocks create asymmetric outcomes: volatility spikes punish impulsive selling while rewarding those with predefined risk parameters. Traders exit this period with hardened instincts about position sizing, stop discipline, and the psychological cost of capitulating at market bottoms. Simulated capital only, educational framing.