IBEX 35 Uptrend Replay (2000-06-21 to 2000-08-16)
Replay 82 trading days of the IBEX 35 spanning May to September 2000, capturing an 8.0% climb to 11212.5. Walk through each session, tackle 11 decision points, and receive AI coach feedback in this simulated historical drill.
82 daily bars · 11 decision points · 2000-05 to 2000-09 · Stocks
Key facts
This window spans 113 days with a peak-to-trough drawdown of 7.1% and a 9.7% run-up.
- Max drawdown
- −7.1%
- Max run-up
- +9.7%
- Duration
- 113 days
- Largest single-day move
- +2.6%
- Bars
- 82 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 IBEX 35 in mid-2000 offered a textbook case study in navigating a market trend. This replay spans 82 trading days from May 23 to September 13, 2000, zeroing in on the June 21 to August 16 rally period. Set in the 2000s decade, the scenario confronts participants with a rising Spanish equity market where the path was neither straight nor obvious. What was at stake was learning to read momentum, manage exposure, and act decisively when the trend invited participation but also punished complacency.
The index rose from 10380.1 to 11212.5, delivering an 8.0% gain over the replay window. Yet the journey was punctuated by a 7.1% maximum drawdown, reminding participants that uptrends do not climb monotonically. The largest single-bar move of 2.6% introduced sudden volatility that could unsettle positions. Across the 82 daily bars, 11 decision points were embedded—4 of them critical moments demanding directional conviction or defensive repositioning.
For decision training, this replay isolates the tension between trend conviction and risk humility. A 7.1% drawdown within an overall rally teaches that position sizing and stop discipline matter even when the bias appears correct. The 2.6% single-day spike tests emotional composure—when price lurches, impulse overrides analysis. The 11 decision points—particularly the 4 critical ones—transform passive chart study into active choice, making consequences felt rather than merely read. The lasting lesson: profitable outcomes require process discipline, not just directional intuition.