ISEQ Uptrend Replay (1997-10-28 to 1998-04-21)
Replay the 1997–1998 ISEQ uptrend across 150 daily bars where the index climbed 37.2%. Step through each session, face 4 critical decision points, and receive an AI coach review of your simulated choices.
150 daily bars · 11 decision points · 1997-10 to 1998-05 · Stocks
Key facts
This window spans 222 days with a peak-to-trough drawdown of 9.7% and a 54.5% run-up.
- Max drawdown
- −9.7%
- Max run-up
- +54.5%
- Duration
- 222 days
- Largest single-day move
- −7.3%
- Bars
- 150 Daily bars
- Decision points
- 11
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 October 1997 and April 1998, the Irish Stock Exchange index stepped into a sustained uptrend against a backdrop of strong domestic growth and a wave of optimism sweeping European equity markets. The replay covers a window of 150 daily bars, and during it traders had to weigh whether the rally had further to run or whether stretched valuations were already signaling exhaustion. Eleven decision moments punctuate the timeline, with four flagged as critical because they sit at turning points where conviction, discipline, and risk control matter most. This is precisely the kind of environment where process — not prediction — separates consistent decision-makers from reactive ones.
When the dust settled, the index had advanced from 3905.59 to 5359.12, a cumulative gain of 37.2% across roughly six months. The path, however, was anything but smooth. The largest single-bar move reached 7.3%, a reminder that even within a healthy uptrend one-day swings can be punishing for anyone sized too aggressively. Maximum drawdown along the way measured 9.7%, meaning participants had to endure a pullback of nearly a tenth of the index before the trend resumed — a textbook test of whether you trim risk after a sharp rally or hold through the wobble. Each of those numbers maps to a behavioral lesson embedded in the decision points.
The educational takeaway is less about the headline 37.2% return and more about the structure of the journey. A 9.7% drawdown inside a winning tape teaches that volatility is the cost of participation, not a sign that the thesis is broken. A 7.3% one-day move warns that position sizing and stop discipline matter even when the broader trend looks friendly. And the four critical decision points are designed to surface the classic psychological traps — early profit-taking, fear after a sharp dip, and the temptation to add size after a winning streak. Treat each bar as a rehearsal: write down the rule you are testing, the risk you are accepting, and the exit that invalidates the idea before you click.