Commodity Shock · DAX Index (2022)
Reopen the DAX across 148 volatile days in 2022 as a natural-gas supply shock reshapes European markets. Step through each session, weigh 25 policy-driven decision points, and receive an AI coach review of your reasoning, simulated capital only.
148 daily bars · 25 decision points · 2022-06 to 2023-01 · Stocks
Key facts
This window spans 206 days with a peak-to-trough drawdown of 13.9% and a 21.4% run-up.
- Max drawdown
- −13.9%
- Max run-up
- +21.4%
- Duration
- 206 days
- Largest single-day move
- +3.8%
- Bars
- 148 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 the summer of 2022, European markets faced a structural challenge as natural-gas supply dynamics tightened across the continent, reshaping cost structures and investor expectations. The DAX, Germany's flagship equity index, became the focal point for traders navigating this policy-driven volatility across 148 trading sessions from June 2022 to January 2023. This historical replay invites you to step through each daily session, confronting 25 decision points—nine of them critical junctures where positioning and conviction were tested. The scenario captures the tension between energy security concerns and corporate profitability as the decade's defining macro theme unfolded in real time.
The data reveals a market that finished higher yet demanded resilience to hold gains. Across 148 daily bars, the DAX closed the period at 14436.31 from 13427.03, translating to a 7.5% advance. Beneath that net positive outcome lay significant turbulence: the maximum drawdown reached 13.9%, while the largest single session move was 3.8%. These figures underscore that the path from entry to exit was neither straight nor forgiving, rewarding process discipline over passive holding.
This replay trains participants to anchor decisions in risk-adjusted reasoning rather than directional conviction alone. Managing through a 13.9% peak-to-trough decline tests both position sizing and emotional equilibrium—the psychological dimension where many traders unravel. Nine critical decision points serve as forcing functions, compelling explicit justification of entries, exits, and sizing. The lesson crystallizes: survival through volatile commodity-driven shocks depends less on predicting outcomes than on maintaining a replicable process that limits irreversible errors while preserving optionality for recovery.