ISEQ Uptrend Replay (1997-09-15 to 1997-10-14)
Replay 22 trading days on the Irish ISEQ during a 1997 uptrend that lifted the index 3.2% from 3601.65 to 3717.75. Walk through eight decision points, including three critical ones, and let the AI coach review your choices in a simulated environment.
44 daily bars · 8 decision points · 1997-08 to 1997-10 · Stocks
Key facts
This window spans 62 days with a peak-to-trough drawdown of 9.7% and a 11.1% run-up.
- Max drawdown
- −9.7%
- Max run-up
- +11.1%
- Duration
- 62 days
- Largest single-day move
- −7.3%
- Bars
- 44 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
Between late August and late October 1997, the Irish ISEQ offered a textbook study in how an uptrend can punish the unprepared. The data span covers 44 daily bars running from 1997-08-28 through 1997-10-29, a window that framed a measured rally but also featured a 7.3% single-bar move and a 9.7% maximum drawdown. The temptation during such a period is to assume direction; the historical record shows that assumption could be expensive even on the way up.
What unfolded was a 22-trading-day advance that lifted the index from 3601.65 to 3717.75, a net 3.2% gain that understates the journey. Beneath that modest headline figure sat a 9.7% drawdown and a startling 7.3% one-day swing, reminders that volatility does not pause for an uptrend. Eight decision points, three of them flagged as critical, punctuate the path. Those critical junctures are where positioning, sizing, and conviction either compound or unravel, and they are the moments the replay forces the participant to confront.
The training value lies less in the 3.2% endpoint than in the process of navigating it. A clean 3.2% advance that housed a 9.7% pullback and a 7.3% shock teaches that drawdowns and single-bar volatility are paid for in advance, often before the trend reasserts itself. Decision-makers who internalize this learn to size for the worst bar, to distinguish signal from noise inside a trending series, and to treat critical decision points as moments for process rather than prediction. The psychology of an uptrend is patience married to discipline, and the scenario is built to drill exactly that reflex in a simulated, consequence-free environment.