ISEQ Downtrend Replay (2001-12-28 to 2002-02-07)
Step into an Irish market correction that sliced the ISEQ down 10.0% over 56 daily bars from late 2001 into early 2002. Replay the volatile sessions day-by-day, tackle four critical decision points, and receive an AI coach review of your simulated choices.
56 daily bars · 10 decision points · 2001-12 to 2002-02 · Stocks
Key facts
This window spans 84 days with a peak-to-trough drawdown of 16.7% and a 6.6% run-up.
- Max drawdown
- −16.7%
- Max run-up
- +6.6%
- Duration
- 84 days
- Largest single-day move
- −5.7%
- Bars
- 56 Daily bars
- Decision points
- 10
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
At the turn of 2002, the Irish Stock Exchange's ISEQ index faced a significant correction that tested the resolve of every market participant. The period from late December 2001 through early February 2002 unfolded against a backdrop of global economic uncertainty, with technology valuations still reeling from the dot-com collapse and sentiment fragile across European markets. For traders and investors managing Irish equity exposure, this stretch represented a practical exam in portfolio discipline.
The numbers tell a stark story: over 56 daily bars, the ISEQ descended from 5496.3 to 4947.46, a decline of 10.0%. The journey proved even more punishing than the headline figure suggests, with maximum drawdown reaching 16.7% and a single session delivering a 5.7% swing. This volatility compressed into a relatively brief window created ten distinct decision points, of which four demanded particularly critical choices about position sizing, risk management, and whether to stand firm or reduce exposure.
This replay hones decision-making skills that matter most in downturns. Participants must grapple with the lag between price movement and understanding, resisting the pull of panic selling while respecting the reality of sustained losses. The experience teaches that max drawdown often exceeds headline returns, that position management in volatile stretches separates disciplined practitioners from reactive ones, and that psychological resilience counts as much as analytical skill. Navigating four critical inflection points without the benefit of hindsight sharpens the judgment required when markets misbehave without warning.