Policy · S&P/ASX 200 Index (2024)
Step into 144 days of S&P/ASX 200 volatility, where a 5.7% drawdown tested policy-driven risk nerves. Replay each session decision by decision, branch at 9 critical junctures, and receive an AI coach review in a simulated educational environment.
144 daily bars · 25 decision points · 2024-04 to 2024-10 · Stocks
Key facts
This window spans 203 days with a peak-to-trough drawdown of 5.7% and a 10.4% run-up.
- Max drawdown
- −5.7%
- Max run-up
- +10.4%
- Duration
- 203 days
- Largest single-day move
- −3.7%
- 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 S&P/ASX 200 entered the second quarter of 2024 navigating a landscape where policy signals shaped investor behavior across 144 daily trading sessions spanning April through October. This period presented participants with a textbook case of policy-driven market dynamics, where central bank communications and regulatory expectations created recurring moments of uncertainty. With 25 decision points embedded across the replay and 9 marked as critical inflection moments, the scenario tested participants' ability to process evolving information under time pressure.
By the close of the final session on October 21, the index had climbed from 7887.9 to 8205.7, delivering a modest 4.0% return over the full span. Yet this headline figure concealed meaningful turbulence: a maximum drawdown of 5.7% tested portfolios during the sharpest contractions, while the largest single-bar move of 3.7% demonstrated how quickly sentiment could shift within a single session. These extremes defined the texture of the period and the decisions required to navigate them.
This replay distills into experiential learning the core tensions between conviction and adaptation that define policy-sensitive markets. Participants face the challenge of sizing positions when volatility clusters, maintaining discipline through drawdowns, and recognizing when a prevailing narrative has run its course. The simulated environment strips away real capital consequences, allowing practitioners to examine their psychological responses and refine their processes for when actual market conditions eventually mirror this historical pattern.