OMX Helsinki Downtrend Replay (1995-11-29 to 1995-12-19)
Replay a 30-bar OMX Helsinki stretch where the index fell 6.4% to 1712.2 and a single session swung 7.3%. Step through each daily decision point, defend your calls against volatility, and receive an AI coach review of your simulated trading discipline.
30 daily bars · 7 decision points · 1995-11 to 1995-12 · Stocks
Key facts
This window spans 41 days with a peak-to-trough drawdown of 17.1% and a 7.2% run-up.
- Max drawdown
- −17.1%
- Max run-up
- +7.2%
- Duration
- 41 days
- Largest single-day move
- −7.3%
- Bars
- 30 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 Helsinki index in late 1995 presented traders with a sharp correction test during a historically volatile stretch for Nordic equities. Over 30 daily bars spanning November 17 to December 28, 1995, participants faced a market that had shifted from cautious optimism to aggressive selling pressure. Seven decision points punctuated this decline, three of which demanded critical judgment calls under deteriorating conditions.
The numbers tell the story: the index fell from 1829.19 to 1712.2, a decline of -6.4% that proved more punishing than the headline figure suggested. Maximum drawdown reached 17.1%, meaning peak-to-trough losses far exceeded the closing price change. The most extreme session delivered a single-bar swing of 7.3%, illustrating how quickly sentiment could reverse within a single day. These figures capture a period where volatility was not a temporary disturbance but the dominant market character.
Decision training in this environment demanded unwavering discipline in position sizing, as oversized bets could catastrophically erode capital during such drawdowns. The psychological test centered on maintaining analytical objectivity when market noise intensified and headlines amplified bearish sentiment. Adapting to rapid sentiment shifts required flexible strategy that could pivot between defensive positioning and selective re-engagement as opportunities emerged within the 1990s market cycle.
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