OMX Copenhagen 20 Uptrend Replay (1999-03-01 to 2000-10-01)
Replay the OMX Copenhagen 20 climb from 231.49 to 311.45, a 34.5% Nordic equity surge across 40 daily bars. Step into decision points through this simulated historical market replay and receive AI coach review of every choice, pure education only.
40 daily bars · 7 decision points · 1998-04 to 2001-07 · Stocks
Key facts
This window spans 1187 days with a peak-to-trough drawdown of 18.6% and a 79.5% run-up.
- Max drawdown
- −18.6%
- Max run-up
- +79.5%
- Duration
- 1187 days
- Largest single-day move
- +10.7%
- Bars
- 40 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 OMX Copenhagen 20 Index represents Denmark's flagship equity benchmark, tracking the twenty largest and most liquid companies listed on the Copenhagen Stock Exchange. This replay spans the period from March 1999 to October 2000, a time when Nordic markets were experiencing heightened investor interest amid broader European economic integration. Participants face the challenge of navigating a sustained uptrend while managing the psychological pressures that come with extended market gains.
Over 40 daily bars, the index climbed from 231.49 to 311.45, delivering a 34.5% return. Yet the journey was far from smooth—a maximum drawdown of 18.6% tested conviction, while a single session saw a 10.7% swing, underscoring the volatility inherent in trending markets. Seven decision points emerged throughout the replay, with three critical moments requiring participants to assess trend health and adjust their approach accordingly.
This scenario sharpens skills in trend identification and disciplined risk management under uncertainty. The challenge lies in distinguishing between temporary pullbacks and genuine trend reversals, maintaining appropriate position sizing during drawdowns, and managing the emotional responses that market volatility provokes. Decision training here focuses on process consistency rather than outcome prediction, building habits that serve participants across varied market conditions.
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