PSI 20 Uptrend Replay (2023-05-31 to 2023-07-26)
Replay 82 daily bars of the PSI 20 from May 2 to August 23, 2023, when the index slipped 1.7%. Step through each session, tackle 4 critical decision points, and receive an AI coach review on your simulated choices.
82 daily bars · 11 decision points · 2023-05 to 2023-08 · Stocks
Key facts
This window spans 113 days with a peak-to-trough drawdown of 6.9% and a 9.5% run-up.
- Max drawdown
- −6.9%
- Max run-up
- +9.5%
- Duration
- 113 days
- Largest single-day move
- +1.7%
- Bars
- 82 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 equity index, provides a fascinating replay window spanning 82 daily bars from May 2 to August 23, 2023. During this summer period, European markets navigated a complex landscape of monetary policy uncertainty and macroeconomic data releases. Participants face 11 decision points throughout the scenario, with 4 designated as critical junctures where directional conviction and risk management converge. The challenge: demonstrating disciplined process when the market's trend is ambiguous and volatility creates emotional pressure.
The index closed the period at 6020.24, representing a modest decline of 1.7% from its opening level of 6124.7. Yet this headline figure conceals more interesting dynamics. The maximum drawdown reached 6.9%, revealing that the market tested significantly lower levels before partially recovering. The largest single-bar move of 1.7% underscores that individual sessions could produce meaningful directional swings, demanding real-time assessment of momentum versus reversal signals. A trader who fixated solely on the flat net change would have missed the tactical opportunities embedded within the intermediate volatility.
This replay emphasizes three enduring lessons for decision training. First, outcome neutrality: a small net loss can coexist with excellent process if each decision was sound given the information available. Second, drawdown literacy: surviving a 6.9% pullout without abandoning strategy distinguishes disciplined practitioners. Third, volatility calibration: when single sessions move 1.7%, position sizing and emotional regulation become more consequential than directional accuracy. The PSI 20's summer drift offers a realistic classroom for these skills, neither a dramatic crash nor a clean trend, but the ambiguous terrain where most market careers are actually built.