ISEQ Downtrend Replay (2017-05-05 to 2017-08-29)
Replay the ISEQ correction across 150 daily bars from 2017-03-14 to 2017-10-13, a period marked by an 8.8% drawdown. You work through 11 decision points day-by-day with simulated capital, then receive an AI coach review of each call.
150 daily bars · 11 decision points · 2017-03 to 2017-10 · Stocks
Key facts
This window spans 213 days with a peak-to-trough drawdown of 8.8% and a 8.9% run-up.
- Max drawdown
- −8.8%
- Max run-up
- +8.9%
- Duration
- 213 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.
Related scenarios
- ISEQ Downtrend Replay (2018-05-22 to 2018-10-24)2018 · Lv.2
- ISEQ Downtrend Replay (2019-07-04 to 2019-08-20)2019 · Lv.1
- 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
Event Replay
What happened — and what it teaches
The Irish Stock Exchange's ISEQ Index entered a correction phase between 2017-03-14 and 2017-10-13, spanning 150 daily bars in the 2010s. This period presented a demanding test of risk management and emotional discipline as the market worked through a significant retracement. For participants in this replay, the challenge was to navigate deteriorating conditions without the benefit of hindsight, making consequential decisions at each inflection point.
The index opened at 6617.57 and ultimately closed at 6837.22, a net advance of 3.3%. Yet this modest overall gain masked considerable turbulence along the way. The maximum drawdown reached 8.8%, and the largest single-day move of 3.1% tested the resolve of anyone holding positions through the decline. Across 11 decision points—4 deemed critical—replay participants confronted real choices about sizing, hedging, and timing without knowing whether the worst was behind them.
The replay ultimately teaches that process matters more than prediction. An 8.8% drawdown is survivable when position sizing respects volatility, but it becomes catastrophic when emotions override discipline. Working through 11 decision points forces participants to confront the gap between analytical conviction and market reality. The value lies not in calling the exact bottom but in maintaining a repeatable framework that keeps drawdown within acceptable bounds while preserving capital to benefit from the eventual recovery.