Dow Jones Ind. Uptrend Replay (2013-10-08 to 2013-12-31)
Relive a 118-bar Dow Jones replay from 2013-08-26 to 2014-02-12, where the index climbed 6.8% despite a 7.3% drawdown. Make daily decisions across 11 pivotal points, then receive an AI coach review of your simulated trades. This is an educational, simulated-capital scenario only, with no real investment advice or returns implied.
118 daily bars · 11 decision points · 2013-08 to 2014-02 · Stocks
Key facts
This window spans 170 days with a peak-to-trough drawdown of 7.3% and a 12.2% run-up.
- Max drawdown
- −7.3%
- Max run-up
- +12.2%
- Duration
- 170 days
- Largest single-day move
- +2.2%
- Bars
- 118 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 Dow Jones Industrial Average enters a 118-bar replay spanning from August 26, 2013 to February 12, 2014, a period when the index stood near 14,946 points amid the maturing bull market of the 2010s. Investors at the time balanced hopes for continued recovery against emerging global uncertainties, with monetary policy debates creating a backdrop of quiet tension. Eleven decision points, four marked as critical, await your assessment as the market unfolds bar by bar.
The index closed at 15,963.94, delivering a 6.8% advance over the replay window. Beneath this net gain lay a 7.3% maximum drawdown and a largest single-bar move of 2.2%, meaning participants who entered at wrong moments faced meaningful losses before any recovery materialized. This pattern illustrates how the final number alone never reveals the turbulence experienced along the way.
The scenario teaches that disciplined risk management and emotional resilience matter as much as directional conviction. Participants must calibrate position sizing to absorb a 7.3% drawdown without abandoning sound process, while remaining composed through volatile single-day swings of 2.2%. This replay trains you to distinguish between temporary discomfort and genuine signal, building judgment that transfers beyond any single historical episode.