Dow Jones Ind. Downtrend Replay (2001-05-21 to 2001-09-21)
Step into 150 daily bars of post-dot-com turbulence as the Dow Jones Industrial slides from 9777.93 to 9554.37. Replay each session, tackle 11 decision points with 4 critical calls, and receive an AI coach review on your simulated capital.
150 daily bars · 11 decision points · 2001-04 to 2001-11 · Stocks
Key facts
This window spans 219 days with a peak-to-trough drawdown of 27.4% and a 19.5% run-up.
- Max drawdown
- −27.4%
- Max run-up
- +19.5%
- Duration
- 219 days
- Largest single-day move
- −7.1%
- Bars
- 150 Daily bars
- Decision points
- 11
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 scene is set in the post-dot-com crash era, specifically the period from May 21 to September 21, 2001. The Dow Jones Industrial Average, trading around 9777.93 at the start of the replay window, faced mounting pressure from the unwinding of the technology bubble, corporate accounting scandals, and a slowing economy. Investors were navigating one of the most uncertain stretches of the early 2000s, with the index threatening to erase years of gains. The 150 daily bars spanning April 2 to November 7, 2001 capture this turbulence in real time, putting traders to the test across 11 decision points, 4 of which represent critical junctures where the margin for error was razor thin.
The numbers tell a sobering story. Over the replay window, the Dow shed 2.3% of its value, closing at 9554.37, but that headline figure obscures the real volatility beneath the surface. The maximum drawdown reached 27.4%, meaning anyone caught on the wrong side of the trend experienced severe capital erosion. The largest single session saw a 7.1% swing—enough to wipe out months of careful position management in a single day. These aren't abstract statistics; they represent the brutal math of trend-following and risk management during a structural market breakdown.
This replay is ultimately a test of process over prediction. The 11 decision points force disciplined engagement with each session rather than passive holding. A 7.1% single-bar move can be survived with proper sizing; it becomes catastrophic without it. The 27.4% drawdown tests whether your risk framework holds when paper losses mount and psychology begs for relief. Historical context matters: understanding that this downturn unfolded over months, not days, cultivates patience alongside vigilance. The goal is not to call the bottom but to build a replicable approach that keeps you at the table through volatility, preserving capital to participate in whatever recovery eventually arrives.