ISEQ Uptrend Replay (2021-01-29 to 2021-07-05)
Replay the ISEQ uptrend spanning 150 daily bars from Dec 2020 to Aug 2021, with the index climbing 10.9% to 8354.31. Step through each trading day, tackle decision points, and receive AI coach feedback in a simulated, educational environment.
150 daily bars · 11 decision points · 2020-12 to 2021-08 · Stocks
Key facts
This window spans 215 days with a peak-to-trough drawdown of 9.2% and a 19.1% run-up.
- Max drawdown
- −9.2%
- Max run-up
- +19.1%
- Duration
- 215 days
- Largest single-day move
- +4.5%
- 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 ISEQ index entered 2021 in the wake of extraordinary 2020 volatility, with Irish equities navigating a fragile recovery. This replay spans 150 daily bars from the last trading days of December 2020 through early August 2021, placing participants inside a sustained 10.9% uptrend that tested conviction, discipline, and risk management. With 11 decision points woven into the scenario—including 4 deemed critical—every entry and exit carried weight.
What unfolded was a textbook uptrend marked by persistence yet punctuated by turbulence. The index climbed from 7531.53 to 8354.31, delivering the headline 10.9% return over the full period. Yet the journey proved far from smooth: a maximum drawdown of 9.2% tested even patient participants, while the largest single-bar move of 4.5% reminded traders that momentum can reverse as swiftly as it builds. The gap between the headline gain and the volatility required to capture it defines the core tension of this scenario.
For decision training, this replay exposes the false comfort of trending markets. Participants must grapple with the psychological cost of pullbacks within an uptrend, the discipline required to add exposure after sharp reversals, and the humility to accept that a 9.2% drawdown—even within a profitable scenario—can erode confidence. The scenario teaches that process, not outcome, defines skill; that managing risk through volatility is distinct from simply being long; and that historical accuracy alone cannot replace the psychological resilience developed only through replay.