OMX Helsinki Downtrend Replay (1991-04-08 to 1991-05-21)
Replay the OMX Helsinki correction spanning 64 daily bars from March to June 1991, when the index slid 4.0% and endured a 12.6% drawdown. Step through each decision point, weigh the volatility, and receive an AI coach review of your simulated choices.
64 daily bars · 11 decision points · 1991-03 to 1991-06 · Stocks
Key facts
This window spans 89 days with a peak-to-trough drawdown of 12.6% and a 8.5% run-up.
- Max drawdown
- −12.6%
- Max run-up
- +8.5%
- Duration
- 89 days
- Largest single-day move
- +2.6%
- Bars
- 64 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
In the spring of 1991, the OMX Helsinki index operated within a fragile post-crisis landscape where Nordic markets were navigating economic uncertainty. The scenario spans 64 daily bars from March 14 to June 11, 1991—a period when European markets remained vulnerable to shifting interest rates, currency pressures, and weakening corporate fundamentals. Participants enter this environment with the challenge of maintaining composure through a sustained downtrend.
The index descended from 1099.5 to 1055, representing a -4.0% decline over the replay period. What makes this correction instructive is the depth of volatility: a max drawdown of 12.6% tested portfolio values severely, while the largest single-bar move of 2.6% demonstrated how quickly sentiment could shift. Eleven decision points—four of them critical—punctuate this slide, forcing participants to act under mounting pressure.
This replay sharpens the ability to distinguish between temporary turbulence and structural breakdown. The gap between headline loss and actual drawdown reveals how volatility compounds risk, making position sizing and stop discipline essential. Confronting a declining market without clear recovery signals trains the psychological resilience needed to avoid panic selling or premature reentry.