War · DAX Index (2011)
Replay 144 daily bars of DAX history as oil prices jolted on North African military intervention, with a peak drawdown of 12.3%. Step through the war-era tape day by day, make decisions at 25 decision points, and receive an AI coach review — simulated capital only, purely educational.
144 daily bars · 25 decision points · 2010-12 to 2011-07 · Stocks
Key facts
This window spans 204 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
- 204 days
- Largest single-day move
- −3.2%
- 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 late December 2010, the DAX index stood at 6970.73 as traders looked ahead to a year that would be reshaped by geopolitical upheaval. The stage was set for the 2011 North African military intervention, an event that would send oil prices jolting across global markets. Over the following seven months, through 144 daily bars of authentic war-era tape, participants would face the challenge of navigating a market where political risk dominated headlines and sentiment shifted with military developments. The approved summary frames this as a critical period for understanding how armed conflict transmits into equity volatility.
When the historical tape concluded on July 19, 2011, the DAX had closed at 7192.67, representing a modest 3.2% gain. Yet this surface-level return concealed far more dramatic price action beneath. The period experienced a maximum drawdown of 12.3%, meaning participants who failed to manage risk effectively would have seen their positions decimated before any recovery materialized. The largest single-bar move also reached 3.2%, underscoring how rapidly sentiment could reverse on breaking news from the intervention zone. Across these 144 trading days, the DAX presented 25 decision points, of which 9 were flagged as critical junctures requiring immediate tactical responses.
For decision training purposes, this scenario distills several enduring lessons. First, nominal returns can be deeply misleading; a 3.2% net gain meant nothing to a trader caught in the 12.3% drawdown before adjusting positions. Second, war-era markets demand heightened sensitivity to geopolitical catalysts that operate outside traditional technical frameworks. Third, the 9 critical decision points scattered across the period remind trainees that market timing during high-volatility regimes carries disproportionate consequence. Simulated capital training in this environment sharpens risk calibration and emotional discipline without real-world financial exposure, serving purely educational objectives for those studying how conflict reshapes equity markets.