Dow Jones Ind. Uptrend Replay (2004-10-25 to 2005-03-04)
Replay 150 daily bars from September 2004 to April 2005 spanning a 7.8% drawdown. Step into 11 decision points, choose your trades, and receive AI coach review in this simulated market training.
150 daily bars · 11 decision points · 2004-09 to 2005-04 · Stocks
Key facts
This window spans 214 days with a peak-to-trough drawdown of 7.8% and a 12.2% run-up.
- Max drawdown
- −7.8%
- Max run-up
- +12.2%
- Duration
- 214 days
- Largest single-day move
- −1.9%
- 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.
Related scenarios
- Dow Jones Ind. Uptrend Replay (2005-04-20 to 2006-05-10)2005 · Lv.1
- Dow Jones Ind. Uptrend Replay (2006-06-13 to 2007-02-20)2006 · Lv.3
- Dow Jones Ind. Uptrend Replay (2007-08-16 to 2007-10-09)2007 · Lv.1
- Dow Jones Ind. Uptrend Replay (2007-03-05 to 2007-07-19)2007 · Lv.2
- Dow Jones Ind. Uptrend Replay (2000-03-07 to 2000-04-11)2000 · Lv.2
- Dow Jones Ind. Uptrend Replay (2010-02-08 to 2010-04-26)2009 · Lv.1
Event Replay
What happened — and what it teaches
This replay reconstructs the Dow Jones Industrial Average during the 2000s, covering a data span from September 2004 to April 2005 with 150 daily bars. The scenario places traders at 11 decision points, 4 of them critical, amid a market tagged with both rally and volatility characteristics. The challenge is to navigate a period that tested conviction and discipline as much as analytical skill.
The index closed at 10087.51, down from an opening near 10314.76, reflecting a net -2.2% outcome over the full window. Beneath that modest headline decline lay meaningful turbulence: a maximum drawdown of 7.8% tested risk management protocols, while the largest single-bar move of 1.9% demanded composure during sudden intraday shifts.
For decision training, this scenario sharpens the interplay between process and psychology. Traders must apply consistent risk frameworks through a -2.2% drift that masks a 7.8% trough, resisting the urge to over-react to each 1.9% swing. The concentration of critical decision points forces learners to commit with conviction while maintaining the flexibility to adapt when the market signals a change in character.
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