ISEQ Downtrend Replay (2020-01-02 to 2020-03-18)
Replay the ISEQ's 19.5% plunge from 6805.6 across 110 daily bars through early 2020. Step through each session, face 4 critical decision points out of 11, and receive an AI coach review of your simulated choices.
110 daily bars · 11 decision points · 2019-11 to 2020-04 · Stocks
Key facts
This window spans 160 days with a peak-to-trough drawdown of 40.3% and a 25.5% run-up.
- Max drawdown
- −40.3%
- Max run-up
- +25.5%
- Duration
- 160 days
- Largest single-day move
- −9.9%
- Bars
- 110 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 crash replay transports you to early 2020, when the Irish equity market faced mounting uncertainty as global health concerns reshaped investor sentiment. Spanning from January 2 to March 18, 2020, this scenario captures a pivotal moment when traders and investors had to navigate rapidly deteriorating conditions with limited visibility into the duration and depth of the downturn. Participants face 11 decision points across 110 trading days, with 4 critical junctures that demand decisive action under pressure.
The index fell from 6805.6 to 5481.11, representing a total decline of 19.5% over the data span from November 2019 through April 2020. The maximum drawdown reached an unsettling 40.3%, while the largest single session saw a devastating 9.9% drop. These figures underscore how quickly paper losses can cascade into profound portfolio damage when risk management fails to keep pace with accelerating selling pressure.
This replay emphasizes process discipline over prediction. The scenario teaches that emotional reactions—panic selling at bottoms or reckless averaging down—often compound losses rather than mitigate them. Effective navigation requires clear position sizing, defined exit criteria, and the psychological resilience to resist herd behavior. By confronting these decisions in simulation, learners can observe how their instincts perform under stress without real capital at risk, building habits that matter when actual markets turn hostile.