IBEX 35 Uptrend Replay (2008-03-04 to 2008-04-07)
Replay a 4.0% Spanish IBEX 35 advance across 46 daily bars drawn from early 2008. Step through each session, weigh 9 decision points, and let the AI coach review your reasoning in this simulated market-training drill.
46 daily bars · 9 decision points · 2008-02 to 2008-04 · Stocks
Key facts
This window spans 67 days with a peak-to-trough drawdown of 6.1% and a 10.3% run-up.
- Max drawdown
- −6.1%
- Max run-up
- +10.3%
- Duration
- 67 days
- Largest single-day move
- +3.6%
- Bars
- 46 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
In early 2008, the Spanish IBEX 35 presented traders with a challenging landscape as European markets navigated mounting global financial uncertainty. The replay spans 46 daily bars from mid-February through late April 2008, placing participants in a period where every session demanded careful calibration between conviction and caution. The stakes were clear: a market trending upward in appearance while harboring underlying fragility that could reverse sentiment without warning.
The index advanced from 13073.9 to 13593.4, delivering a modest 4.0% cumulative return over the replay window. Beneath this headline figure lay a more turbulent reality: a maximum drawdown of 6.1% tested portfolio endurance, while the largest single session moved 3.6%, underscoring the volatility that characterized this era. Nine decision points punctuated the trajectory, three of which the scenario designates as critical junctures where directional conviction was most severely examined.
This replay trains practitioners to manage positions through environments where apparent direction masks underlying instability. The 6.1% drawdown teaches that interim losses on winning strategies are inevitable and survivable. The 3.6% single-bar volatility reinforces that news-driven spikes can rapidly invalidate prior assumptions. Across the nine decision points, the central lesson crystallizes: disciplined process and emotional regulation matter more than directional precision when market structure remains fundamentally uncertain.
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