ISEQ Downtrend Replay (2001-06-22 to 2001-09-21)
Replay the Irish ISEQ crash as it fell 10.7% from 5869.69 to 5238.84 across 128 volatile days in 2001. You work through daily decision points, with an AI coach reviewing each choice in this simulated training replay.
128 daily bars · 11 decision points · 2001-05 to 2001-11 · Stocks
Key facts
This window spans 185 days with a peak-to-trough drawdown of 28.0% and a 15.2% run-up.
- Max drawdown
- −28.0%
- Max run-up
- +15.2%
- Duration
- 185 days
- Largest single-day move
- −4.0%
- Bars
- 128 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
The Irish Stock Exchange's ISEQ index entered a turbulent period in the summer of 2001, setting the stage for one of the decade's more instructive downturns. Over 128 trading days spanning from May to November, market participants faced a sustained decline that would test even seasoned investors. The scenario captures the tension of navigating uncertain markets, when falling prices create pressure to act without clear signals about where the bottom might lie.
The numbers tell a stark story: the ISEQ fell 10.7% from 5869.69 to 5238.84, with a maximum drawdown of 28.0% at its worst point. Single-day moves of up to 4.0% created sharp intraday volatility that made timing decisions exceptionally difficult. Across the period, participants encountered 11 distinct decision points, four of which represented critical junctures where positioning choices carried amplified consequences for portfolio outcomes.
This replay trains several essential skills: maintaining disciplined process when emotional responses press for action, sizing positions appropriately given the magnitude of potential drawdowns, and recognizing when market structure—not headlines or sentiment—should guide decisions. The gap between the 10.7% total decline and the 28.0% peak-to-trough drawdown illustrates how volatility can punish poorly-timed exits and entries alike, underscoring the value of pre-committed strategies over reactive judgment.