ISEQ Uptrend Replay (2018-03-26 to 2018-05-22)
Replay the Irish ISEQ uptrend of early 2018 across 78 daily bars with a measured 5.1% advance. Step through each authentic market day, face 11 decision points, and receive an AI coach review of your simulated choices.
78 daily bars · 11 decision points · 2018-02 to 2018-06 · Stocks
Key facts
This window spans 116 days with a peak-to-trough drawdown of 4.5% and a 11.6% run-up.
- Max drawdown
- −4.5%
- Max run-up
- +11.6%
- Duration
- 116 days
- Largest single-day move
- +1.9%
- Bars
- 78 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, offers a focused training ground for traders looking to master uptrend management in a developed European market. This replay spans 78 authentic daily bars from late February through mid-June 2018, a period when the index pursued a measured advance amid broader European market dynamics. The scenario places participants in the role of managing simulated positions through an environment characterized by steady appreciation punctuated by periodic retracements, requiring sustained attention across more than two months of trading days. With 11 decision points embedded throughout—including 4 deemed critical by the scenario architects—each session demands engagement with genuine market complexity.
The index closed the period at 7063.76, advancing from an opening level of 6722.27 for a net gain of 5.1%. This headline figure, however, obscures the textured journey beneath: a maximum intraday drawdown of 4.5% tested risk tolerance, while the largest single-bar move of 1.9% demonstrated that volatility arrived in concentrated bursts rather than steady streams. Participants who entered the period anticipating straightforward linear appreciation would have encountered repeated friction against these underlying rhythms. The authentic daily granularity means every bar reflects real order flow and positioning from the original market, preserving the genuine texture of how price discovery actually unfolded.
This replay excels as a laboratory for three core competencies. First, process discipline: navigating an uptrend requires more than conviction—it demands systematic entry and exit protocols that survive the inevitable pullbacks. Second, risk calibration: a 4.5% maximum drawdown represents meaningful capital at risk even in a winning scenario, teaching participants to size positions appropriately. Third, market psychology: the interplay between patient trend-following and the temptation to react to each 1.9% single-day swing reveals much about an individual's decision-making temperament. Completing the full 11 decision points with reflective review transforms this historical episode into lasting skill development.