ISEQ Uptrend Replay (2010-11-30 to 2011-02-07)
Replay the Irish ISEQ rally from late 2010 through early 2011, when the index climbed 7.0% across 94 daily bars. You step through each session, face 11 decision points including 4 critical ones, and receive an AI coach review of your choices in this simulated educational exercise.
94 daily bars · 11 decision points · 2010-10 to 2011-03 · Stocks
Key facts
This window spans 134 days with a peak-to-trough drawdown of 5.4% and a 13.8% run-up.
- Max drawdown
- −5.4%
- Max run-up
- +13.8%
- Duration
- 134 days
- Largest single-day move
- −3.4%
- Bars
- 94 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 the autumn of 2010, the Irish Stock Exchange's ISEQ index entered a period of measured recovery. The replay spans 94 daily bars from late October 2010 through March 2011, placing participants directly into the evolving dynamics of a market attempting to stabilize after significant volatility. Trainees navigate each session knowing that even seemingly straightforward uptrends conceal moments requiring careful judgment about position sizing, risk exposure, and the difference between momentum and sustainability.
The scenario captures an index that rose from 2686.26 to 2874.5, delivering a 7.0% total return over the full data window. However, the journey was far from linear—a maximum drawdown of 5.4% tested conviction at various points, while the largest single-day move of 3.4% served as a reminder that volatility can cut both directions. This combination of steady appreciation punctuated by sharp reversals creates a realistic training environment where participants must continuously reassess their assumptions against unfolding price action.
The replay's value lies in its 11 decision points, four of which are designated as critical junctures where choices carry heightened consequence. This structure forces trainees to confront the psychological pressures of trend-following: when to add to positions, when to protect gains, and how to manage risk during the inevitable pullbacks that accompany even the most persistent rallies. By working through these moments without real capital at stake, participants can build decision frameworks that emphasize process over outcome, a distinction that separates disciplined market participants from those who react impulsively to price fluctuations.