Bubble · Bovespa Index (2013)
Replay 144 daily bars of the Bovespa Index from July 2013 to February 2014, a stretch marked by an 18.3% maximum drawdown. Walk through 25 decision points, including 9 critical ones, and receive AI coach feedback in a fully simulated training environment.
144 daily bars · 25 decision points · 2013-07 to 2014-02 · Stocks
Key facts
This window spans 209 days with a peak-to-trough drawdown of 18.3% and a 20.5% run-up.
- Max drawdown
- −18.3%
- Max run-up
- +20.5%
- Duration
- 209 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
In the middle of the 2010s the Bovespa Index tracked Brazil’s resource‑heavy equity market, where policy signals about fiscal adjustments and commodity export taxes kept investors on edge. By July 2013 the market was already discounting a bubble in sectors tied to natural resources, and the central question for traders was how to navigate sudden policy pivots while keeping drawdowns under control. This replay places you in that environment, asking you to manage risk across 144 daily bars that swing sharply on news.
From 2013‑07‑16 to 2014‑02‑10 the index moved from 46869 to 47711, a modest net gain of 1.8% over the 144 daily bars. Beneath that thin return lay an 18.3% maximum drawdown, and the largest single‑bar move reached 3.7%, illustrating how policy surprises could generate intraday spikes that quickly reversed. The combination of a flat overall close with deep pull‑backs and volatile swings creates a classic bubble‑and‑burst pattern that tests both timing and position sizing.
The scenario offers 25 decision points, 9 of which are critical junctions where a policy announcement or market reaction forces a rapid re‑evaluation. Training here hones the process of scanning headlines for policy cues, sizing positions to survive an 18.3% drawdown, and maintaining psychological discipline when a 3.7% swing threatens to trigger panic. Simulating these moments helps you build a systematic approach to risk management and emotional control under the kind of volatility that characterized Brazil’s market in that period.
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