Inflation · S&P/ASX 200 Index (2023)
Replay 144 daily bars of the ASX 200 from May to December 2023 as inflation pressure and policy uncertainty drove a 9.2% drawdown. Step through 25 decision points day-by-day, defend your calls under AI coach review in a simulated, educational replay.
144 daily bars · 25 decision points · 2023-05 to 2023-12 · Stocks
Key facts
This window spans 202 days with a peak-to-trough drawdown of 9.2% and a 6.5% run-up.
- Max drawdown
- −9.2%
- Max run-up
- +6.5%
- Duration
- 202 days
- Largest single-day move
- −1.7%
- Bars
- 144 Daily bars
- Decision points
- 25
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 scenario recreates the S&P/ASX 200 Index from May 17, 2023 through December 4, 2023—a 144-daily-bar period when inflation proved stickier than markets anticipated, and central bank policy trajectories remained in flux. Investors faced the challenge of navigating an environment where the fundamental drivers of returns were genuinely uncertain, with each data point potentially shifting the outlook for monetary policy. The 25 decision points embedded in this replay test participants' ability to process evolving information under uncertainty.
The index closed at 7199.2 on May 17 and finished at 7061.6 on December 4, representing a -1.9% decline over the full period. Yet the net figure masks considerable turbulence: the maximum drawdown reached 9.2%, and the largest single-bar move hit 1.7%. Nine of the 25 decision points were flagged as critical, meaning participants faced particularly consequential choice moments where judgment could diverge sharply. The gap between headline decline and actual volatility experienced underscores why intermediate journey matters more than endpoint alone.
This replay sharpens decision-making under uncertainty by requiring participants to evaluate information incrementally, manage risk adaptively, and recognize when assumptions need revision. The 9.2% drawdown demonstrates how temporary setbacks can appear within a longer sideways market, while critical decision points reveal how concentrated moments of judgment often drive outcomes. Participants learn that discipline in position sizing, willingness to update views, and emotional regulation distinguish skilled operators from those who let narrative drive exposure. The 2020s have been defined by such episodes where inflation and policy uncertainty created test chambers for investors—making historical replay an invaluable training ground for developing resilient processes.