Default · Bovespa Index (2013)
Brazil's Bovespa slid 9.1% from August 2013 to March 2014 amid a sovereign rating downgrade and volatility surge. Replay 144 daily bars, face 25 decision points, and receive AI coach review in this simulated educational training.
144 daily bars · 25 decision points · 2013-08 to 2014-03 · Stocks
Key facts
This window spans 211 days with a peak-to-trough drawdown of 19.4% and a 13.2% run-up.
- Max drawdown
- −19.4%
- Max run-up
- +13.2%
- Duration
- 211 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
Brazil's Bovespa index, the country's flagship equity market, faced a turbulent chapter from August 2013 to March 2014. The 144 daily bars in this replay capture a period defined by a sovereign credit rating downgrade, where policy uncertainty rippled through emerging-market stocks and volatility became the dominant theme. Traders entering this scenario had to navigate a landscape where the very foundation of Brazilian assets was being questioned. The stakes were high: maintaining conviction while systemic risks loomed.
The numbers tell a story of sustained pressure. The index declined from 50,299 to 45,698, a 9.1% loss over the data span. Beneath that headline figure lay a maximum drawdown of 19.4%, meaning portfolios faced significant peak-to-trough erosion. The largest single-day move reached 3.7%, illustrating how sentiment could swing violently on news headlines and policy signals. Participants had to endure not just the direction but the magnitude of these fluctuations.
This replay distills 25 decision points, 9 of which are marked as critical, offering repeated exposure to the tensions between risk management and opportunity capture. The scenario trains traders to confront loss aversion, maintain discipline during drawdowns, and reassess positions when macro catalysts shift. Completing this replay builds the psychological resilience and procedural rigor that separate systematic traders from reactive ones.
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