Dow Jones Ind. Uptrend Replay (2000-03-07 to 2000-04-11)
Replay the Dow Jones Industrial rally from March to April 2000 across 52 daily bars, where the index climbed only 0.1% from 10718.09 to 10733.91 despite an 8.7% drawdown along the way. You step through nine decision points, including three critical ones, and receive AI coach feedback in a simulated educational environment.
52 daily bars · 9 decision points · 2000-02 to 2000-04 · Stocks
Key facts
This window spans 73 days with a peak-to-trough drawdown of 8.7% and a 15.2% run-up.
- Max drawdown
- −8.7%
- Max run-up
- +15.2%
- Duration
- 73 days
- Largest single-day move
- −5.7%
- Bars
- 52 Daily bars
- Decision points
- 9
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 early 2000, the Dow Jones Industrial Average was navigating one of the most treacherous periods in modern market history. The dot-com bubble was reaching its climax while simultaneously showing cracks, creating a volatile environment where traditional indicators often failed. The scenario spans 52 trading days from mid-February to late April, placing participants directly into the heart of this uncertain period where both institutional and retail investors faced significant challenges in reading market direction.
The period produced a striking paradox: despite 52 daily bars of trading activity, the index closed almost exactly where it began—10718.09 to 10733.91, a mere 0.1% gain. Yet this flat headline number concealed violent internal movements, including an 8.7% drawdown and a 5.7% single-bar swing. Nine decision points punctuated the replay, three of which carried critical weight for portfolio outcomes.
The scenario teaches that sideways markets demand as much discipline as trending ones. A net drift of 0.1% across two months offers no comfort when an 8.7% drawdown tests conviction midstream. The 5.7% single-day move reminds traders that volatility clusters, requiring position sizing discipline and pre-defined exit plans. This replay sharpens the ability to separate signal from noise, manage drawdown risk without abandoning process, and maintain psychological equilibrium when the market offers no clear directional thesis. Decision training here focuses on staying systematic when headlines suggest chaos and returns appear muted.