IBEX 35 Uptrend Replay (1999-02-09 to 1999-02-24)
Replay an authentic 1999 IBEX 35 rally across 30 daily bars, watching the index climb 2.8% from 9589.6 to 9861.4. Step through each session, face 7 decision points, and receive an AI coach review in a fully simulated, educational environment.
30 daily bars · 7 decision points · 1999-01 to 1999-03 · Stocks
Key facts
This window spans 41 days with a peak-to-trough drawdown of 5.1% and a 7.6% run-up.
- Max drawdown
- −5.1%
- Max run-up
- +7.6%
- Duration
- 41 days
- Largest single-day move
- +2.3%
- Bars
- 30 Daily bars
- Decision points
- 7
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
In early 1999 the Spanish stock market entered a period of tentative recovery. The data spans 30 daily bars from January 26 to March 8, capturing a rally in the IBEX 35 that unfolded across the 1990s. This historical scenario presents a sustained but uneven advance, placing participants in the position of navigating a market that climbed overall while delivering periodic setbacks.
The index rose from 9589.6 to 9861.4, a net gain of 2.8% across the full window. Beneath this surface advance lay meaningful turbulence: the maximum drawdown reached 5.1%, and the largest single session moved 2.3%. Seven decision points were embedded in the data, with three flagged as critical, demanding participants assess when to hold, adjust, or stand aside as the trend developed in discrete sessions.
This replay trains the muscle of acting within a trend without assuming its certainty. The 5.1% drawdown tests emotional discipline when positions move against you. The 2.3% intraday spike tests judgment about entry and exit timing. For decision training purposes, the lesson is that riding a rally requires both conviction in the directional thesis and rigorous risk process to survive the inevitable periods when the market does not cooperate.