ISEQ Uptrend Replay (2004-08-10 to 2005-02-17)
Replay the ISEQ uptrend that lifted the index 17.8% over 150 daily bars from 2004-07-28 to 2005-02-28. You step through each session, tackle 11 decision points, and receive AI coach feedback on simulated trades.
150 daily bars · 11 decision points · 2004-07 to 2005-02 · Stocks
Key facts
This window spans 215 days with a peak-to-trough drawdown of 7.7% and a 31.1% run-up.
- Max drawdown
- −7.7%
- Max run-up
- +31.1%
- Duration
- 215 days
- Largest single-day move
- −5.9%
- 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.
Related scenarios
- ISEQ Uptrend Replay (2005-10-21 to 2006-03-31)2005 · Lv.3
- ISEQ Uptrend Replay (2003-02-27 to 2003-09-18)2003 · Lv.3
- ISEQ Uptrend Replay (2006-07-18 to 2007-02-20)2006 · Lv.3
- ISEQ Uptrend Replay (2002-10-09 to 2002-12-02)2002 · Lv.2
- ISEQ Uptrend Replay (2000-06-27 to 2000-11-08)2000 · Lv.2
- ISEQ Uptrend Replay (2009-07-10 to 2009-09-17)2009 · Lv.3
Event Replay
What happened — and what it teaches
In the summer of 2004, Ireland's ISEQ entered a sustained uptrend that would test the discipline of any investor navigating a bull market. This 150-bar replay spans from late July 2004 through late February 2005, placing you in the shoes of a participant managing exposure during a period of steady appreciation. The stakes were clear: stay positioned while managing risk, or miss the move entirely.
The numbers tell a story of solid gains tempered by meaningful pullbacks. The index climbed from 5321.71 to 6271.62, representing a 17.8% advance over the seven-month window. The max drawdown of 7.7% reminds us that even strong trends correct, and the largest single-bar move of 5.9% shows how quickly sentiment can shift. Navigating these swings required traders to distinguish temporary dips from structural breaks.
The scenario's 11 decision points, of which 4 are critical, simulate the real pressure of committing capital at inflection moments. The teaching here goes beyond technical analysis: it is about process consistency, position sizing under uncertainty, and emotional control when markets move 5.9% in a single session. Successful navigation of this era required balancing conviction with the humility to cut losses when the thesis broke down.
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