ISEQ Uptrend Replay (2016-10-13 to 2017-05-05)
Replay the ISEQ's 2016–2017 advance, climbing 18.6% across 150 daily bars. Walk through each session, face four critical decision points, and receive an AI coach review of your choices in this simulated, educational market replay.
150 daily bars · 11 decision points · 2016-10 to 2017-05 · Stocks
Key facts
This window spans 217 days with a peak-to-trough drawdown of 4.0% and a 22.9% run-up.
- Max drawdown
- −4.0%
- Max run-up
- +22.9%
- Duration
- 217 days
- Largest single-day move
- +3.1%
- 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 ISEQ, Ireland's primary equity benchmark, entered a sustained advance in the final quarter of 2016. This replay immerses you in that market—150 trading sessions from October 2016 through May 2017—where an 18.6% advance awaited. With eleven decision points and four critical crossroads, the scenario captures the essence of momentum trading: the setup looks straightforward, but each choice tests your process and conviction. Volatility remained moderate, yet the temptation to overtrade or second-guess the trend lurked at every turn.
The index rose from 5983.65 to 7096.56, delivering an 18.6% return over the period. The maximum drawdown of 4.0% demonstrates how orderly this advance proved—pullbacks were shallow and fleeting. The largest single-bar move of 3.1% offered both opportunity and hazard, rewarding disciplined entries while punishing impulsive ones. Navigating eleven decision points required balancing conviction in the trend against respect for risk management.
This replay teaches that riding a boom demands more than directional bias—it requires a repeatable process. Risk management kept drawdowns small even as gains accumulated. Psychologically, the challenge lies in maintaining position integrity when the market oscillates, avoiding both premature exits and reckless additions. Four critical moments forced participants to choose between following their process and chasing short-term noise—a tension every practitioner must resolve. The educational value lies not in predicting the outcome, but in rehearsing disciplined decision-making under historical market conditions.