ISEQ Downtrend Replay (2014-02-28 to 2014-03-24)
Replay a 6.6% drawdown across 34 real ISEQ sessions and test your read on a live correction. You step through each day, face 7 decision points, and receive an AI coach review of your simulated choices.
34 daily bars · 7 decision points · 2014-02 to 2014-04 · Stocks
Key facts
This window spans 45 days with a peak-to-trough drawdown of 6.6% and a 4.8% run-up.
- Max drawdown
- −6.6%
- Max run-up
- +4.8%
- Duration
- 45 days
- Largest single-day move
- −2.4%
- Bars
- 34 Daily bars
- Decision points
- 7
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
The Irish Stock Exchange's ISEQ index offers a compelling window into mid-winter market dynamics. In the 34 trading sessions spanning from mid-February to early April 2014, participants navigated a period marked by uncertainty and shifting sentiment. This correction-phase replay places you at the helm during seven decision points—three of which the scenario flags as critical junctions where the path forward demands clear conviction. The net outcome was modest but instructive: a 1.9% gain over the full span, yet one that tested nerves through a maximum intraday drawdown of 6.6%.
Price action across these weeks revealed typical correction behavior—oscillating between hope and caution. The most severe single session delivered a 2.4% swing, testing both stop-loss discipline and the ability to maintain perspective amid noise. By the close on April 3rd, the index stood at 5064.48, recovering from the depths but only narrowly surpassing the starting level of 4968.05. The narrow net result masks the emotional rollercoaster that intermediate moves can impose on practitioners.
Facing this replay sharpens three core competencies: calibrating position sizing against realistic drawdown scenarios, distinguishing between meaningful trend shifts and transient volatility, and managing the psychological friction that accompanies paper losses in live conditions. By walking through each decision point with disciplined reflection, practitioners develop the metacognitive habits needed to stay objective when markets turn hostile.