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ISEQ Downtrend Replay (2001-02-23 to 2001-03-22)

StocksISEQ 20IECorrection2001-02 to 2001-04Difficulty 2/5FreeView charts

Replay a turbulent ISEQ correction spanning 2001-02-08 to 2001-04-11, where the index fell 4.0% and endured a 15.4% max drawdown. Make decisions across 7 daily decision points and receive an AI coach review of your simulated trading choices.

40K lines
7Decision points
2Difficulty
DailyGranularity

40 daily bars · 7 decision points · 2001-02 to 2001-04 · Stocks

Key facts

This window spans 62 days with a peak-to-trough drawdown of 15.4% and a 12.8% run-up.

Max drawdown
−15.4%
Max run-up
+12.8%
Duration
62 days
Largest single-day move
−5.0%
Bars
40 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

How to play
  1. The market advances day by day. You only see candles up to the current day — as if you were really there.

  2. At key decision points choose Buy / Trim / Exit / Hold. Each decision advances the timeline by one day.

  3. 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 early 2001, the Irish Stock Exchange faced a challenging correction phase as global market sentiment soured following the dot-com bust. The ISEQ, Ireland's principal equity benchmark, entered a turbulent period demanding careful risk assessment from market participants. This replay places you in the role of an investor navigating 40 daily bars across the 2000s decade, with seven decision points and three critical junctures where positioning choices carried heightened consequence.

The index opened at 5937.72 and ultimately closed at 5699.95, reflecting an overall decline of 4.0%. Yet this headline figure obscures the severity of the journey: a maximum drawdown of 15.4% tested portfolios at their worst moments, while the largest single-bar move of 5.0% underscored the intraday volatility that can ambush unwary traders. These figures illustrate how a modest overall decline can mask periods of significant stress on capital.

This scenario sharpens decision-training across three dimensions: process discipline demands that you define entry and exit criteria before emotional pressure distorts judgment; risk calibration requires sizing positions to withstand drawdowns without forcing premature liquidation; and psychological resilience asks you to maintain strategic perspective when 15.4% drawdowns challenge confidence. The AI coach will evaluate whether your simulated choices reflect principled risk management or reactive behavior born of short-term pain.