Qatar QE Downtrend Replay (2024-05-15 to 2024-06-03)
Replay a 22.6% drawdown across the Qatar QE from May to June 2024, when the index fell from 1.76 to 1.44. Step through the 30 daily bars, weigh 7 decision points, and receive an AI coach review in this simulated educational scenario.
30 daily bars · 7 decision points · 2024-05 to 2024-06 · Stocks
Key facts
This window spans 42 days with a peak-to-trough drawdown of 22.6% and a 9.4% run-up.
- Max drawdown
- −22.6%
- Max run-up
- +9.4%
- Duration
- 42 days
- Largest single-day move
- −7.1%
- 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
The Qatar Exchange Index (QSI) faced a sharp correction between May and June 2024, a period that tested every participant's discipline and risk management. This 30-day replay spans the data window from May 2 to June 13, 2024, encompassing the full trajectory of the decline. Participants navigated a market where the index slid from 1.76 to 1.44, forcing them to confront a cascading downward momentum across each trading day.
The numbers tell the story: a total decline of -18.2% from peak to trough, with a maximum drawdown of 22.6% and a largest single-bar move of 7.1%. These figures capture not just the magnitude but the emotional intensity of daily fluctuations that could easily unsettle even seasoned observers. Seven decision points punctuated the replay, three of which were critical junctures where strategic choices could have meaningfully altered outcomes.
For decision training, this correction replay offers a structured environment to practice staying objective when portfolios deteriorate. The experience builds muscle memory for managing risk under pressure, recognizing when process rather than prediction should guide actions. By confronting a real historical downturn in simulation, participants can examine their psychological responses, refine entry and exit frameworks, and develop the composure needed when market environments turn hostile.