OMX Helsinki Uptrend Replay (2013-12-13 to 2014-01-15)
Replay a 36-bar OMX Helsinki window ending with a 5.7% drawdown across 7 decision points. Step through each trading day, make your own calls, then review an AI coach breakdown of the simulated history.
36 daily bars · 7 decision points · 2013-11 to 2014-01 · Stocks
Key facts
This window spans 60 days with a peak-to-trough drawdown of 5.7% and a 7.5% run-up.
- Max drawdown
- −5.7%
- Max run-up
- +7.5%
- Duration
- 60 days
- Largest single-day move
- −2.5%
- Bars
- 36 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 OMX Helsinki index provides a window into Nordic equity markets during a volatile stretch of late 2013 and early 2014. This replay covers a 36-bar daily dataset spanning from 2013-11-28 to 2014-01-27, placing traders within a market that was attempting to navigate uncertain macro conditions. Participants face 7 decision points, including 3 critical junctures, as they manage positions through a period that would test both their technical reading and emotional discipline.
The index ultimately closed the period at 7125.24, representing a -3.5% decline from an opening reference near 7380.15. During this run, the market experienced a maximum drawdown of 5.7%, with the most aggressive single session delivering a 2.5% swing. These figures illustrate that even within a relatively contained window, volatility can compress returns and challenge position sizing assumptions.
This replay trains participants to confront drawdown reality rather than abstract risk theory. Managing through a 5.7% peak-to-trough decline tests whether traders can maintain discipline around stop-loss placement and sizing. The presence of 2.5% single-bar moves reminds practitioners that intraday sentiment shifts can quickly exceed expectations, making pre-commitment to exit criteria essential. For decision training, the focus is on process fidelity and psychological resilience—can you execute your rules when the market is testing your conviction?