Qatar QE Downtrend Replay (2022-12-01 to 2022-12-19)
Replicate a brutal 39.7% drawdown across 30 daily bars on the Qatar QE from 2022-11-17 to 2022-12-30. You navigate 7 decision points (3 critical), replaying each session and reviewing your choices with an AI coach using simulated capital only.
30 daily bars · 7 decision points · 2022-11 to 2022-12 · Stocks
Key facts
This window spans 43 days with a peak-to-trough drawdown of 39.7% and a 11.8% run-up.
- Max drawdown
- −39.7%
- Max run-up
- +11.8%
- Duration
- 43 days
- Largest single-day move
- −9.3%
- 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
In late 2022, the Qatar Exchange Index (QSI) entered a steep descent that would test even seasoned investors. From 2022-11-17 to 2022-12-30 across 30 daily bars, the index collapsed from 3.02 to 1.83, representing a brutal -39.4% decline. The market faced mounting pressures during this period, creating an environment where positions could erode rapidly and traditional diversification offered limited protection. Navigating this scenario means confronting a sustained downtrend with multiple inflection points where decisions carried amplified consequences.
The fall was not a single catastrophic event but a grinding process of lower lows. Maximum drawdown hit 39.7%, while the largest single-bar move reached 9.3%, underscoring the volatility embedded in each session. Seven decision points punctuated the replay, three of which were marked as critical junctions where positioning strategy could mean the difference between limiting losses or compounding them. The market offered no clean exits and required continuous reassessment of risk exposure as the downtrend evolved day by day.
This replay trains traders to manage capital preservation under extended drawdown conditions. Participants learn to size positions appropriately before volatility spikes, set predefined exit levels that account for the 9.3% intraday swings, and maintain psychological discipline when a -39.4% total decline tests conviction. The scenario emphasizes that survival in brutal markets depends not on predicting the bottom but on having a repeatable process for risk management and emotional control when outcomes turn hostile.