OMX Helsinki Downtrend Replay (2002-03-08 to 2002-04-11)
A 23.9% maximum drawdown defined this Nordic correction across 50 daily bars from February to April 2002. Replay each day, face 9 decision points with 3 marked critical, then receive an AI coach review in a simulated, educational environment.
50 daily bars · 9 decision points · 2002-02 to 2002-04 · Stocks
Key facts
This window spans 69 days with a peak-to-trough drawdown of 23.9% and a 15.6% run-up.
- Max drawdown
- −23.9%
- Max run-up
- +15.6%
- Duration
- 69 days
- Largest single-day move
- −7.4%
- Bars
- 50 Daily bars
- Decision points
- 9
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 early 2000s, the Nordic markets were navigating the aftermath of the dot-com collapse and broader global economic uncertainty. The OMX Helsinki index, representing Finland's equity landscape, entered a sustained corrective phase. This replay scenario immerses participants in a 50-bar daily sequence spanning February to April 2002, challenging them to respond to an evolving downtrend while managing risk and emotional discipline.
The numbers tell a stark story: the index retreated from 8006.57 to 6800.28, a decline of -15.1%. The journey proved even more volatile than the final settlement suggests, with a maximum drawdown of 23.9% and the largest single-day move reaching 7.4%. These figures highlight how headline returns often understate the real turbulence investors faced. Nine decision points punctuate the period, three of which the scenario designates as critical junctures where positioning decisions carried amplified consequence.
For decision training, this replay emphasizes process over prediction. Participants must practice sizing positions defensively when drawdown thresholds are threatened, distinguishing between structural shifts and temporary overshoots. The scenario also exposes psychological traps: the temptation to average down into a falling market, or to exit prematurely during recovery. Reviewing each of the 9 decision points through AI coaching transforms a historical market episode into a structured laboratory for building disciplined, evidence-based trading habits.