ISEQ Downtrend Replay (2015-08-05 to 2015-08-24)
Replay a 30-bar ISEQ correction from July to September 2015, where the index fell 3.7% to 6272.66 amid 12.6% drawdown volatility. Walk through each daily decision point, manage simulated capital, and receive an AI coach review of your calls.
30 daily bars · 7 decision points · 2015-07 to 2015-09 · Stocks
Key facts
This window spans 41 days with a peak-to-trough drawdown of 12.6% and a 9.3% run-up.
- Max drawdown
- −12.6%
- Max run-up
- +9.3%
- Duration
- 41 days
- Largest single-day move
- −5.1%
- Bars
- 30 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.
Related scenarios
- ISEQ Downtrend Replay (2015-12-02 to 2016-02-09)2015 · Lv.1
- ISEQ Downtrend Replay (2014-06-09 to 2014-08-08)2014 · Lv.1
- ISEQ Downtrend Replay (2014-04-04 to 2014-05-16)2014 · Lv.1
- ISEQ Downtrend Replay (2015-09-09 to 2015-09-29)2015 · Lv.1
- ISEQ Downtrend Replay (2017-05-05 to 2017-08-29)2017 · Lv.1
- ISEQ Downtrend Replay (2014-02-28 to 2014-03-24)2014 · Lv.1
Event Replay
What happened — and what it teaches
The ISEQ correction replay transports participants to the summer of 2015, when the Irish Stock Exchange index entered a downturn phase spanning from July 23 to September 2, 2015. Across 30 daily bars within the 2010s decade, this scenario immerses traders in a challenging correction environment where the index retreated from earlier highs, testing their ability to manage positions through uncertainty and shifting sentiment.
Over the course of this 30-bar period, the ISEQ declined from 6511.65 to 6272.66, recording a -3.7% total fall. The correction proved volatile, with a maximum drawdown of 12.6% testing portfolio endurance. At its most extreme, a single session moved 5.1%, demanding swift adjustment. Seven decision points punctuated the replay, three of which were designated critical, requiring participants to respond decisively under pressure.
This replay sharpens decision-making skills by confronting participants with realistic correction dynamics. The extended drawdown teaches position sizing discipline and stop-loss pragmatism. Large single-bar swings test emotional regulation, forcing traders to act on process rather than fear. By navigating these 30 bars, participants develop the analytical rigor and psychological resilience essential for operating through volatile market phases.