ISEQ Uptrend Replay (2020-05-14 to 2020-06-05)
Replay 34 daily bars of ISEQ’s 2020 recovery, from 5,603 to 6,118.55 — a 9.2% climb with an 8.0% drawdown. Step through each session, tackle 7 decision points (3 critical), and receive an AI coach review in a simulated training environment.
34 daily bars · 7 decision points · 2020-04 to 2020-06 · Stocks
Key facts
This window spans 48 days with a peak-to-trough drawdown of 8.0% and a 20.5% run-up.
- Max drawdown
- −8.0%
- Max run-up
- +20.5%
- Duration
- 48 days
- Largest single-day move
- +6.0%
- Bars
- 34 Daily bars
- Decision points
- 7
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 flagship equity index, entered May 2020 amid unprecedented uncertainty. Global markets had just endured their sharpest collapse since the financial crisis, and investors faced the daunting question of whether the subsequent recovery would hold or collapse. This replay captures 34 daily bars of authentic trading data from late April through mid-June, placing participants directly into the decision-making crucible of the early pandemic recovery.
The index rose from 5,603 to 6,118.55 over the replay window — a 9.2% advance that masked considerable intra-period turbulence. An 8.0% maximum drawdown tested conviction midway through, while a 6.0% single-bar move underscored the volatile swings that defined this era. Seven decision points, three critical, demanded participants reassess positioning as momentum shifted session by session.
For decision training, this scenario isolates the tension between capturing trend and surviving reversals. Participants must navigate the drawdown without capitulating too early, while avoiding over-leverage that could eliminate them before the gains materialize. The lesson is procedural: systematic position sizing, predefined exit criteria, and emotional detachment from short-term noise — habits that distinguish disciplined practitioners from impulsive ones in volatile recovery markets.