Dow Jones Ind. Downtrend Replay (2006-05-10 to 2006-06-13)
Replay a 48-bar Dow Jones Industrial pullback from 11,347.45 to 10,973.56, a 3.3% decline marked by an 8.0% drawdown. Step through each authentic trading day, face 9 decision points, and receive an AI coach review of your simulated choices.
48 daily bars · 9 decision points · 2006-04 to 2006-06 · Stocks
Key facts
This window spans 68 days with a peak-to-trough drawdown of 8.0% and a 3.5% run-up.
- Max drawdown
- −8.0%
- Max run-up
- +3.5%
- Duration
- 68 days
- Largest single-day move
- −1.9%
- Bars
- 48 Daily bars
- Decision points
- 9
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 Dow Jones Industrial Average in spring 2006 presented a textbook pullback scenario. As the index traced its path through April to June of that year, it offered traders and analysts a genuine test of composure under pressure. The broad market was navigating uncertain territory, and every decision carried weight for those managing positions through the downturn.
The index descended from 11347.45 to 10973.56 over 48 daily bars, a decline of -3.3%. Yet the real story lay beneath the surface: an 8.0% max drawdown tested even those who remained invested, while the largest single-bar move of 1.9% demonstrated how quickly sentiment could shift. Nine decision points, three of them critical, punctuated this downturn, forcing participants to act or refrain at moments that defined their outcomes.
This correction teaches that process discipline matters more than directional conviction. The gap between headline decline and actual drawdown reveals why risk management cannot wait for certainty. Investors who panicked at the 1.9% single-bar moves likely locked in losses unnecessarily, while those with defined frameworks could assess whether weakness was structural or temporary. The scenario underscores that managing drawdown expectations and maintaining psychological equilibrium are essential skills, not optional refinements, for anyone studying market history.
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