ISEQ Downtrend Replay (2007-10-05 to 2007-11-22)
Replay the 2007 ISEQ crash across 70 daily bars, with the index sliding 15.4% from 8,160.84 to 6,901.92 and a 25.2% drawdown. You make calls at 11 decision points, 4 of them critical, and receive an AI coach review after each simulated trading day.
70 daily bars · 11 decision points · 2007-09 to 2007-12 · Stocks
Key facts
This window spans 97 days with a peak-to-trough drawdown of 25.2% and a 16.2% run-up.
- Max drawdown
- −25.2%
- Max run-up
- +16.2%
- Duration
- 97 days
- Largest single-day move
- +4.6%
- Bars
- 70 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
In October 2007, the Irish Stock Exchange's ISEQ index represented one of Europe's most dynamic equity markets during a decade marked by unprecedented Celtic Tiger growth. The replay scenario captures a critical window from early October through late November, a period when global credit concerns began rippling through regional markets and investors faced mounting uncertainty about asset valuations. Eleven decision points were embedded across 70 authentic daily bars, with four marked as critical junctions where directional conviction and position management became especially consequential.
The index closed the period at 6,901.92, down 15.4% from its 8,160.84 opening level. The maximum drawdown of 25.2% tested the fortitude of anyone holding long exposure, while the largest single-day move of 4.6% demonstrated how rapidly sentiment could shift. These figures capture a sustained downtrend rather than a single shock event, meaning participants experienced the psychological erosion that accompanies grinding, relentless price decline.
This replay sharpens decision training by confronting participants with the compounding pressures of prolonged adversity. Managing risk across such a drawdown requires disciplined sizing, clear pre-defined thresholds, and the psychological resilience to act rather than freeze when positions move against you. The scenario also exposes cognitive traps like the disposition effect, where investors hold losing positions hoping for recovery while cutting winners prematurely. Practicing under historical authenticity helps rewire reactive instincts into systematic, rule-based responses that serve traders far beyond any single market cycle.