ISEQ Uptrend Replay (2014-12-15 to 2015-06-23)
Replay the Irish ISEQ's powerful 21.1% climb across 150 daily bars ending July 2015, with a maximum drawdown of 6.9%. Walk through each session, navigate 11 decision points including 4 critical ones, and receive an AI coach review of your choices in this simulated educational exercise.
150 daily bars · 11 decision points · 2014-11 to 2015-07 · Stocks
Key facts
This window spans 220 days with a peak-to-trough drawdown of 6.9% and a 28.9% run-up.
- Max drawdown
- −6.9%
- Max run-up
- +28.9%
- Duration
- 220 days
- Largest single-day move
- −3.3%
- 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.
Event Replay
What happened — and what it teaches
The Irish Stock Exchange (ISEQ) entered late 2014 with investors weighing signs of European economic recovery against lingering global uncertainties. The period from December 2014 to June 2015 presented a classic uptrend scenario—sustained directional momentum with controlled volatility. Participants in this replay faced the central question facing all trend-followers: when to hold positions through choppy patches and when to take profits before reversals. The 150-session canvas tested discipline and pattern recognition.
The ISEQ delivered a 21.1% gain over the replay period, climbing from 5071.58 to 6139.97. The journey was neither smooth nor linear; a maximum drawdown of 6.9% tested conviction at multiple points, while the largest single session advance of 3.3% rewarded those who maintained exposure. The 11 decision points—particularly the 4 critical junctures—forced replayers to act under uncertainty, distinguishing between temporary pullbacks and genuine trend changes. The entire dataset spans November 2014 through early July 2015, capturing a complete market cycle phase.
This replay hones several skills essential for systematic traders. Managing risk through a 6.9% maximum decline—modest by historical standards—teaches position sizing and emotional control when portfolios move against you. Recognizing that 3.3% single-day moves can occur in either direction sharpens volatility assessment. The critical decision points expose common behavioral pitfalls: premature exits during normal consolidation and overconfidence after strong runs. Success here depends not on predicting direction but on executing a repeatable process that keeps you invested through trends while protecting capital during inevitable pullbacks.