ISEQ Downtrend Replay (2014-06-09 to 2014-08-08)
Replay a 90-bar ISEQ correction from 2014-05-06 to 2014-09-09, navigating a 9.8% drawdown across 4 critical decision points. Step through each session, make calls at every checkpoint, and receive an AI coach review of your historical reasoning — simulated capital only.
90 daily bars · 11 decision points · 2014-05 to 2014-09 · Stocks
Key facts
This window spans 126 days with a peak-to-trough drawdown of 9.8% and a 9.3% run-up.
- Max drawdown
- −9.8%
- Max run-up
- +9.3%
- Duration
- 126 days
- Largest single-day move
- −3.0%
- Bars
- 90 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 Downtrend Replay (2014-04-04 to 2014-05-16)2014 · Lv.1
- ISEQ Downtrend Replay (2015-12-02 to 2016-02-09)2015 · Lv.1
- ISEQ Downtrend Replay (2014-02-28 to 2014-03-24)2014 · Lv.1
- ISEQ Downtrend Replay (2015-09-09 to 2015-09-29)2015 · Lv.1
- ISEQ Downtrend Replay (2015-08-05 to 2015-08-24)2015 · Lv.2
- ISEQ Downtrend Replay (2013-05-28 to 2013-06-24)2013 · Lv.1
Event Replay
What happened — and what it teaches
The ISEQ, Ireland's flagship equity index, entered a correction phase in the spring of 2014. The replay scenario covers the 90 trading days from 2014-05-06 to 2014-09-09, placing participants inside a sustained downtrend that demanded careful navigation. Four critical decision points punctuated the journey, each testing the ability to read evolving market conditions without the benefit of hindsight.
The net outcome was deceptively modest: the index closed at 4899.37 versus an opening of 4904.38, a mere -0.1% decline. Yet this headline figure concealed significant turbulence beneath the surface. The maximum drawdown reached 9.8%, while the largest single trading session delivered a 3.0% move. In other words, participants lived through a period where volatility was the dominant feature, even if the directional drift appeared benign.
This scenario excels as a training ground for process discipline and emotional regulation. Eleven decision checkpoints force structured thinking at every juncture, while the 9.8% peak-to-trough swing tests risk management under pressure. Coping with a 3.0% single-bar shock requires psychological resilience and adherence to pre-defined rules. The lesson is clear: surviving a correction is less about predicting direction and more about maintaining composure, controlling position sizing, and executing a consistent process when the market offers no easy answers.