PSI 20 Uptrend Replay (2020-05-14 to 2020-06-03)
Replay Portugal's PSI 20 climbing 4.1% across 30 trading days in 2020. Step through each session, face 7 decision points, and receive AI coach feedback on every simulated trade you make.
30 daily bars · 7 decision points · 2020-05 to 2020-06 · Stocks
Key facts
This window spans 39 days with a peak-to-trough drawdown of 6.6% and a 17.1% run-up.
- Max drawdown
- −6.6%
- Max run-up
- +17.1%
- Duration
- 39 days
- Largest single-day move
- +4.6%
- 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
In the spring of 2020, Portugal's PSI 20 stood at a crossroads. The benchmark index tracked the daily performance of Portugal's largest listed companies, and after the volatile early-year selloff, market participants faced a fundamental question: had the worst passed, or was another leg down imminent? This replay scenario places you inside that uncertainty, asking you to navigate a market finding its footing without the benefit of hindsight. The 30 trading days from early May through mid-June of 2020 represent a microcosm of post-shock recovery dynamics, where every session demanded a fresh assessment of risk versus reward.
Over the course of the 30 daily bars spanning 2020-05-04 to 2020-06-12, the PSI 20 climbed from 4186.69 to 4359.99, delivering a net gain of 4.1%. Yet the journey was far from linear. The index experienced a maximum drawdown of 6.6% during this period, and a single session saw a 4.6% move—the kind of intraday volatility that can test any trader's conviction. These swings were not anomalies but rather the natural rhythm of a market attempting to establish direction after prolonged uncertainty. Seven decision points punctuated this stretch, with three deemed critical moments where positioning choices carried amplified consequences.
This scenario excels as a training ground because it strips away the clean narratives we construct afterward. You will face setups where the data supports both caution and aggression, where your read on momentum conflicts with your risk limits, and where the difference between a profitable and losing session hinges on process rather than prediction. The 4.1% outcome rewards patience and disciplined risk management more than bold directional bets. By replaying these weeks, you develop the habit of acting from principle rather than reaction—a skill that transfers far beyond this particular index or era.