AEX Uptrend Replay (1996-07-24 to 1997-03-11)
Replay a Dutch AEX uptrend spanning 150 daily bars from July 1996 to March 1997, with a maximum drawdown of 4.7%. Step through each trading day, make decisions at 11 decision points including 4 critical ones, and receive AI coach feedback on your reasoning in this simulated educational environment.
150 daily bars · 11 decision points · 1996-07 to 1997-03 · Stocks
Key facts
This window spans 215 days with a peak-to-trough drawdown of 4.7% and a 40.1% run-up.
- Max drawdown
- −4.7%
- Max run-up
- +40.1%
- Duration
- 215 days
- Largest single-day move
- +2.3%
- Bars
- 150 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 Dutch AEX index entered a sustained uptrend during the 1990s, specifically covering the period from July 1996 to March 1997. This 150-day historical window captures a significant bull phase in European equity markets. Participants face the challenge of navigating this rising market while managing risk, as the scenario tests decision-making during a period of steady appreciation.
Over the data span from 1996-07-31 to 1997-03-03, the AEX advanced from 243.1 to 334.1, representing a 37.4% gain. The journey proved remarkably smooth, with a maximum drawdown of just 4.7% and a largest single-bar move of only 2.3%. The scenario presents participants with 11 decision points including 4 critical ones, requiring them to act at key inflection moments throughout the advance.
This replay teaches participants to maintain process discipline when markets move favorably. The modest drawdown figures illustrate how trending markets reward adherence to strategy while punishing reactive exits. Traders must also manage the psychological challenge of staying committed during shallow pullbacks, resisting the temptation to reduce exposure after brief reversions. The scenario ultimately emphasizes that successful navigation of uptrends requires balancing forward-looking analysis with rigorous risk management and emotional control.
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