PSI 20 Uptrend Replay (2019-08-15 to 2019-11-08)
Replay Portugal's PSI 20 from July to December 2019, a stretch that closed just 1.8% higher after a 10.4% drawdown. Walk through 11 decision points day by day in simulated capital and receive an AI coach review of your calls.
124 daily bars · 11 decision points · 2019-07 to 2019-12 · Stocks
Key facts
This window spans 171 days with a peak-to-trough drawdown of 10.4% and a 12.4% run-up.
- Max drawdown
- −10.4%
- Max run-up
- +12.4%
- Duration
- 171 days
- Largest single-day move
- −2.2%
- Bars
- 124 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
The PSI 20, Portugal's benchmark stock index, serves as the backdrop for this intensive decision replay spanning the second half of 2019. Starting from July 2, the scenario captures 124 daily bars across a period marked by European market uncertainty, trade tensions, and shifting monetary policy expectations. Traders engaging with this replay navigate an environment where the index's direction was far from certain, testing both directional conviction and risk discipline in real time. The period represented a microcosm of the challenges faced by European equity investors during a decade still navigating post-crisis recovery and political fragmentation.
What unfolded over these months was a study in deceptive simplicity. The index closed the period at 5240.09, a mere 1.8% gain from its 5149.16 opening—transforming what initially appeared promising into a flat outcome. The journey, however, was anything but calm. A maximum drawdown of 10.4% tested risk management frameworks, while the largest single-bar move of 2.2% injected moments of sharp volatility that demanded split-second decisions. Eleven decision points were embedded throughout, with four deemed critical, forcing participants to confront the tension between patience and action in a market that offered few clear signals.
This replay distills three core lessons for decision training. First, a 1.8% net return can mask a 10.4% drawdown—the gap between outcome and process reminds traders that results alone do not validate methodology. Second, volatility clustering around 2.2% moves illustrates how quickly risk assumptions can break down, reinforcing the need for position sizing discipline and predefined exit triggers. Third, navigating eleven decision points across a directionless stretch tests psychological stamina; the urge to overtrade or second-guess becomes the true adversary. By confronting these dynamics in simulated capital, participants sharpen the mental models needed when real stakes apply.