ISEQ Uptrend Replay (2012-11-16 to 2013-04-02)
Replay Ireland's ISEQ uptrend across 150 daily bars from October 2012 to May 2013, climbing 20.4 percent. Step through each session, face 11 decision points including 4 critical ones, and receive AI coach feedback in a simulated educational environment.
150 daily bars · 11 decision points · 2012-10 to 2013-05 · Stocks
Key facts
This window spans 217 days with a peak-to-trough drawdown of 5.7% and a 26.0% run-up.
- Max drawdown
- −5.7%
- Max run-up
- +26.0%
- Duration
- 217 days
- Largest single-day move
- −2.6%
- 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
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- ISEQ Uptrend Replay (2011-11-23 to 2012-03-16)2011 · Lv.3
- ISEQ Uptrend Replay (2014-12-15 to 2015-06-23)2014 · Lv.3
- ISEQ Uptrend Replay (2014-10-16 to 2014-12-05)2014 · Lv.2
- ISEQ Uptrend Replay (2010-02-15 to 2010-04-26)2010 · Lv.2
- ISEQ Uptrend Replay (2009-07-10 to 2009-09-17)2009 · Lv.3
Event Replay
What happened — and what it teaches
The ISEQ, Ireland's flagship equity index, entered an uptrend in late 2012 as the country emerged from its banking crisis. This replay spans 150 trading days from October 2012 to May 2013, placing participants in a market climbing 20.4 percent. The scenario tests whether traders can stay disciplined through a strong directional move while managing exposure across 11 decision points, 4 of which are critical.
The index advanced from 3297.29 to 3968.76 over the period, delivering solid gains. Yet the journey was not linear—a maximum drawdown of 5.7 percent tested conviction, and the largest single session move of 2.6 percent demanded real-time judgment. Navigating these intraday swings without abandoning a sound process was the central challenge.
This replay sharpens three core skills. First, it forces participants to define entry and exit criteria before volatility arrives. Second, it reveals how a moderate 5.7 percent pullback can trigger doubt even in a profitable trend, training emotional discipline. Third, the 11 decision points simulate the cumulative pressure of staying systematic across months. The goal is not prediction but building the habits that allow traders to execute consistently when the market rewards patience.
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