ISEQ Downtrend Replay (2015-12-02 to 2016-02-09)
Replay the ISEQ downtrend from December 2015 to February 2016, when the index slipped 0.9% amid a 16.9% drawdown. Step through 11 decision points day by day, with critical choices reviewed by an AI coach in this simulated historical training scenario.
94 daily bars · 11 decision points · 2015-10 to 2016-03 · Stocks
Key facts
This window spans 134 days with a peak-to-trough drawdown of 16.9% and a 11.5% run-up.
- Max drawdown
- −16.9%
- Max run-up
- +11.5%
- Duration
- 134 days
- Largest single-day move
- −5.4%
- Bars
- 94 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 ISEQ index entered a pronounced correction phase spanning December 2015 to February 2016. Against the backdrop of global market turbulence defining the 2010s, the Irish market faced headwinds that tested investor composure. This 94-day historical window presented participants with the challenge of navigating a sustained downtrend while managing exposure to sudden market swings, with 11 decision points embedded throughout the replay.
The index closed the period at 6341.75, representing a modest 0.9% decline from its opening level of 6400.5. Yet this contained headline loss masked more severe underlying volatility, as maximum drawdown reached 16.9% and the largest single daily move hit 5.4%. The disconnect between the final percentage change and the actual intra-period damage created a complex decision environment, where four critical junctures demanded precise risk assessment and emotional discipline.
For those training in market decision-making, this scenario illuminates the psychological and procedural challenges of prolonged downturns. The gap between headline loss and true drawdown exposure demonstrates how volatility erodes confidence before prices fall in any meaningful way. Navigating such environments requires adherence to predefined risk parameters and the recognition that short-term price movements often diverge from underlying trend direction. This historical period serves as a laboratory for examining how pressure accumulates and how disciplined process provides structure when direction becomes unclear.