ISEQ Uptrend Replay (1997-07-10 to 1997-08-08)
Replay Ireland's 1997 ISEQ rally across 42 daily bars from July 10, watching the index climb 3.4% to 3610.78. Step through each session, face 8 decision points including 3 critical ones, and receive an AI coach review of your simulated trading choices.
42 daily bars · 8 decision points · 1997-07 to 1997-09 · Stocks
Key facts
This window spans 60 days with a peak-to-trough drawdown of 4.3% and a 6.7% run-up.
- Max drawdown
- −4.3%
- Max run-up
- +6.7%
- Duration
- 60 days
- Largest single-day move
- −1.8%
- Bars
- 42 Daily bars
- Decision points
- 8
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 summer of 1997 placed Irish equities in a peculiar spotlight: a small, open economy whose index was liquid enough to attract regional attention, yet narrow enough that every session carried the weight of a handful of large-cap names. This ISEQ replay opens on 1997-07-10 and runs for 42 daily bars through 1997-09-08, compressing an entire quarter into a sequence of single-session decisions. With eight decision points in play, three of them flagged as critical, the exercise forces the trainee to treat even a calm-looking tape as a string of inflection points rather than a single narrative arc.
Across the window, the index drifts from a 3490.59 close to 3610.78, a measured 3.4% gain that looks almost unremarkable on paper. The texture, however, is less forgiving: a maximum drawdown of 4.3% from peak to trough, and a largest single-bar move of 1.8%, remind the participant that the path was jagged rather than smooth. Gains were earned session by session, and at least one sharp daily swing was large enough to wipe out several days of accumulated progress. The replay therefore rewards patience and disciplined sizing over chasing the trend.
For decision training, the value of this scenario lies less in the headline return and more in the rhythm of the grind. The 4.3% drawdown versus the 3.4% net advance is a quiet lesson in how an index can finish higher while still punishing anyone who entered at the wrong moment. Practising the three critical nodes teaches position management under drawdown, while the smaller decisions test whether the trainee can avoid overtrading a low-volatility regime. Psychology matters as much as process: staying engaged during a slow uptrend is harder than reacting to a crash, and the AI coach review is designed to highlight where discipline held and where it frayed.