BEL 20 Uptrend Replay (2011-12-14 to 2012-03-19)
Replay 136 daily bars from October 2011 across a Belgian BEL 20 trend, with one single-day move of 4.6% testing every decision. Step through each session, face 11 decision points including 4 critical ones, and receive AI coach feedback as simulated training.
136 daily bars · 11 decision points · 2011-10 to 2012-05 · Stocks
Key facts
This window spans 196 days with a peak-to-trough drawdown of 13.7% and a 23.9% run-up.
- Max drawdown
- −13.7%
- Max run-up
- +23.9%
- Duration
- 196 days
- Largest single-day move
- +4.6%
- Bars
- 136 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 BEL 20 entered a precarious phase in late October 2011, navigating the aftermath of European sovereign debt turbulence while attempting to establish a coherent directional bias. Belgian blue chips faced crosscurrents from regional banking concerns and shifting sentiment toward eurozone stability. The index, representing Belgium's most liquid equities, had to find its footing amid global uncertainty as institutional and retail participants alike questioned whether the worst had passed or whether further deterioration awaited.
This replay spans 136 daily bars from October 2011 through May 2012, during which the BEL 20 advanced from 2132.69 to 2159.99, delivering a modest net return of 1.3%. Yet that headline figure obscures a more turbulent journey: the index endured a maximum drawdown of 13.7%, meaning participants who entered near the start would have experienced significant interim losses before recovering. The period also featured a single-session swing of 4.6%, a magnitude capable of testing conviction and risk protocols alike. Eleven decision points were embedded across the dataset, with four designated as critical moments where directional bias and position sizing became pivotal.
This scenario cultivates decision-making discipline under conditions where modest final outcomes coexist with substantial interim adversity. Traders must manage through a 13.7% equity curve trough, decide how to size positions facing 4.6% intraday volatility, and confront four inflection points that could shift trend characterization. The replay reinforces that survival through drawdowns and the ability to act decisively at critical junctures matter more than any single closing price. Process fidelity, risk calibration, and emotional regulation form the pedagogical core of this historical exercise.