Policy · Bovespa Index (2008)
Across 144 daily bars from July 2008 to February 2009, Brazil's Bovespa plunged 32.2% as global central banks cut rates in concert. Replay this historical regime day-by-day, face 25 decision points including 9 critical ones, and receive an AI coach review of your simulated choices.
144 daily bars · 25 decision points · 2008-07 to 2009-02 · Stocks
Key facts
This window spans 208 days with a peak-to-trough drawdown of 52.6% and a 45.3% run-up.
- Max drawdown
- −52.6%
- Max run-up
- +45.3%
- Duration
- 208 days
- Largest single-day move
- +14.7%
- 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 places you inside the Brazilian equity market during one of its most turbulent periods in the 2000s. From July 2008, the Bovespa Index faced mounting pressure as the global financial crisis unfolded, threatening to erase years of bull market gains. Central banks worldwide were preparing coordinated rate cuts to combat spreading panic. Your task: navigate 25 decision points across 144 daily bars, with 9 of them flagged as critical moments where positioning would be severely tested.
Over this roughly seven-month span, the index fell from 62056 to 42100, representing a loss of -32.2%. The damage extended to a maximum drawdown of 52.6% from peak to trough, while the largest single trading day saw a move of 14.7%. These figures capture the raw severity of the period—sharp, sudden reversals that punished even measured approaches and left few places to hide.
This replay sharpens your ability to manage risk when markets disconnect from fundamentals. The concentration of critical points forces you to confront whether your framework can handle consecutive stress scenarios. You learn to balance conviction against liquidity constraints and avoid reactive decisions born from short-term pain. Psychological resilience becomes the differentiator between those who maintain discipline and those who capitulate at precisely the wrong moment.
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