Bulgaria National (BIS) Historical Replay: 2009-07 to 2016-10
Replay 30 monthly bars of Bulgaria's national property market from 2009-07 to 2016-10, tracking a 24.6% drawdown that bottomed near 98.54. Step through the crisis era day by day, navigate 6 decision points (2 critical), and receive AI coach review on your simulated capital choices.
30 monthly bars · 6 decision points · 2009-07 to 2016-10 · Property
Key facts
Peak-to-trough drawdown of 24.6% with a 19.1% run-up.
- Max drawdown
- −24.6%
- Max run-up
- +19.1%
- Largest single-month move
- −4.1%
- Bars
- 30 Monthly bars
- Decision points
- 6
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
This replay captures Bulgaria's national property market across 30 monthly bars from July 2009 to October 2016, spanning the 2000s and 2010s decades. The period encompasses the turbulent aftermath of the global financial crisis and the subsequent European sovereign debt crisis, placing participants in a market defined by prolonged uncertainty. Navigating this era meant confronting a structural downturn where traditional safe-haven assumptions were repeatedly challenged and where timing mistakes compounded losses.
The index fell from 109.67 to 98.54, delivering a -10.1% closing loss over the full span. Yet the raw closing figure obscures the deeper narrative: a maximum drawdown of 24.6% revealed the true depth of portfolio stress, while the largest single-bar move of 4.1% punctuated the journey with acute volatility spikes. Six decision points were embedded throughout, including two critical junctures where strategic choices carried heightened consequence for simulated capital outcomes.
Participants discover that extended downturns demand both emotional composure and disciplined process. The substantial gap between headline loss and maximum drawdown teaches that measuring true risk requires looking beyond final prices. Critical decision points become crucibles testing risk tolerance, position management, and psychological resilience—revealing that navigating volatility requires neither panic at the bottom nor stubborn conviction without adaptation.