Commodity Shock · Bovespa Index (2014)
Replay 144 trading days of the Bovespa through August 2014 as iron ore prices falter. Step through each session, face 25 decision points including 9 critical ones, and review your choices with an AI coach in this simulated market-training environment.
144 daily bars · 25 decision points · 2014-01 to 2014-08 · Stocks
Key facts
This window spans 211 days with a peak-to-trough drawdown of 11.1% and a 28.9% run-up.
- Max drawdown
- −11.1%
- Max run-up
- +28.9%
- Duration
- 211 days
- Largest single-day move
- +3.5%
- 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 early 2014 the Bovespa stood as Latin America's largest equity market, heavily influenced by Brazil's commodity-dependent economy. Iron ore, a cornerstone of Brazilian exports, had been a driver of previous gains, but shifting global demand patterns and domestic policy uncertainty created an environment where investors faced tough choices. The period from January 8 to August 7 of that year offered a focused training ground for navigating a market caught between resource-sector pressures and broader economic policy questions.
Over 144 trading days the index moved from 50577 to 56188, a net advance of 11.1 percent. Yet this headline figure obscured a more turbulent journey: the maximum drawdown reached 11.1 percent, and individual sessions saw moves as large as 3.5 percent. Participants encountered 25 decision points throughout the replay, with 9 designated as critical moments where positioning and risk management faced their sharpest tests. The gap between the final close and the deepest trough illustrated how volatility could swallow gains and demand continuous reassessment.
This scenario hones the ability to act under uncertainty when commodity tailwinds falter and policy signals remain ambiguous. Trainees learn to distinguish between temporary price swings and structural shifts, manage exposure during sustained drawdowns, and maintain disciplined process when emotions run high after sudden reversals. The 9 critical decision points serve as pressure points where preparation, risk calibration, and psychological resilience determine whether a trader preserves capital or compounds losses. Such replay training builds the habits needed when real markets present similarly complex, high-stakes environments.