Dow Jones Ind. Downtrend Replay (2002-03-19 to 2002-05-06)
Replay a real 2002 Dow correction across 68 daily bars, including a 7.8% drawdown and a 3.1% single-day swing. You step through each session, face 11 decision points, and receive an AI coach review—simulated capital, purely educational.
68 daily bars · 11 decision points · 2002-02 to 2002-05 · Stocks
Key facts
This window spans 97 days with a peak-to-trough drawdown of 7.8% and a 8.1% run-up.
- Max drawdown
- −7.8%
- Max run-up
- +8.1%
- Duration
- 97 days
- Largest single-day move
- +3.1%
- Bars
- 68 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 scenario places you inside the Dow Jones Industrial Average during a correction in the early 2000s decade. Spanning 68 daily bars from late February through May 2002, the market was navigating the aftermath of the dot-com collapse and broader economic uncertainty. This was a period when even blue-chip indices could swing sharply, testing the resolve of any participant managing simulated capital. The replay covers the specific window of March 19 to May 6, 2002, when volatility remained elevated and directional conviction was difficult to maintain.
The index closed the data span at 9923.04, a modest 0.9% gain from an opening around 9834.68, yet this headline number obscures a turbulent journey. Participants encountered a maximum drawdown of 7.8% and faced the largest single-day swing of 3.1%, moments that would have demanded clear process and disciplined risk management. Across the 68 sessions, the replay presented 11 decision points, of which 4 were flagged as critical, forcing choices under conditions where the path forward was far from obvious.
For decision training, this replay emphasizes the gap between short-term noise and longer-term intent. The 7.8% drawdown tests your ability to endure interim losses without abandoning a sound process, while the 3.1% single-day shock reveals how quickly confidence can erode. With 4 critical decision points among 11 total, you learn to distinguish signal from noise and allocate attention where it matters most. The historical framing reminds participants that volatility is not an anomaly but a structural feature of markets, and that building durable judgment requires experiencing these swings within a purely educational, simulated environment.