IBEX 35 Uptrend Replay (2011-08-19 to 2011-09-01)
Replay ten trading days of Spain's IBEX 35 between 2011-08-19 and 2011-09-01, navigating a 12.8% drawdown scenario. You step through each daily bar, face seven decision points, and receive an AI coach review of your choices in this simulated educational exercise.
30 daily bars · 7 decision points · 2011-08 to 2011-09 · Stocks
Key facts
This window spans 41 days with a peak-to-trough drawdown of 12.8% and a 10.0% run-up.
- Max drawdown
- −12.8%
- Max run-up
- +10.0%
- Duration
- 41 days
- Largest single-day move
- −5.5%
- 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
The IBEX 35, Spain's benchmark stock index, serves as the backdrop for this intensive ten-session replay spanning from mid-August to early September 2011. This period placed traders inside one of the most volatile chapters of the European debt crisis, when Spanish sovereign bonds faced mounting pressure and investor confidence across eurozone markets remained fragile. Participants enter this scenario with the understanding that they will navigate daily bars through uncertain territory, facing genuine uncertainty about near-term direction.
The authentic data reveals a closing level that retreated from 8686.5 to 8045.7, representing a -7.4% decline over the tested interval. The journey proved even harsher than the final number suggests, with the index experiencing a maximum drawdown of 12.8% and a largest single-day swing of 5.5%. Across the replay, seven decision points punctuate the timeline, including three critical junctures where positioning choices carried amplified consequence. This combination of directional loss, sharp intraday volatility, and multiple high-stakes inflection moments creates a demanding training environment.
This scenario excels as a decision-training vehicle because it strips away the comfort of hindsight and forces participants to act on incomplete information. Navigating the 12.8% drawdown requires disciplined risk management and honest self-assessment of one's emotional responses to mounting losses. The three critical decision points particularly sharpen judgment about when to hold, adjust, or exit positions under pressure. Ultimately, the replay teaches that survival in volatile markets depends not on predicting the future but on maintaining a repeatable, disciplined process that accounts for the psychological weight of adverse moves.