Crisis · CAC 40 Index (2011)
Replay the 2011 CAC 40 slide from 4042.92 to a 32.3% drawdown across 144 daily bars of European crisis volatility. Step through each session, face 25 decision points, and receive an AI coach review of your simulated choices.
144 daily bars · 25 decision points · 2011-04 to 2011-10 · Stocks
Key facts
This window spans 203 days with a peak-to-trough drawdown of 32.3% and a 16.1% run-up.
- Max drawdown
- −32.3%
- Max run-up
- +16.1%
- Duration
- 203 days
- Largest single-day move
- +5.7%
- Bars
- 144 Daily bars
- Decision points
- 25
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 the spring of 2011, the CAC 40 index stood at 4042.92 as European markets faced mounting anxiety over sovereign debt contagion. France, a core eurozone economy, found itself at the center of credit rating speculation, with market confidence eroding as downgrade rumors circulated. The period from April to October 2011 became a stress test for investors navigating an environment where political uncertainty and financial stability concerns intertwined, putting billions in market capitalization at risk.
What followed was a sustained decline that saw the index fall to 3220.46, representing a loss of -20.3% over 144 trading days. The journey was punctuated by sharp intraday swings, including a largest single-bar move of 5.7%, while the maximum drawdown reached 32.3%. Investors faced 25 decision points across this period, with 9 of these marked as critical moments where positioning could have significantly altered outcomes. Volatility was the defining characteristic, rewarding neither passive holding nor reactive trading.
This replay scenario distills the essence of crisis decision-making: distinguishing between information noise and structural shifts, managing risk when drawdowns exceed expectations, and maintaining psychological discipline when confidence collapses. The 32.3% peak-to-trough decline serves as a stark reminder that historical crises often unfold over weeks and months, not days. For trainees, the value lies in experiencing the pressure of sequential decisions under uncertainty, building the habits that separate disciplined risk managers from impulsive reactors when markets test conviction.