Regulation · Bovespa Index (2014)
Bovespa plunged 24.2% at its deepest drawdown across 144 daily bars in this regulation-driven replay. Step through each session, navigate 9 critical decisions, and receive an AI coach debrief in a fully simulated training environment.
144 daily bars · 25 decision points · 2014-07 to 2015-02 · Stocks
Key facts
This window spans 208 days with a peak-to-trough drawdown of 24.2% and a 11.4% run-up.
- Max drawdown
- −24.2%
- Max run-up
- +11.4%
- Duration
- 208 days
- Largest single-day move
- +5.0%
- 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 entered a turbulent stretch as anti-corruption enforcement intensified across the country's political and corporate landscape. From 2014-07-16 to 2015-02-09, the market navigated 144 daily bars under the cloud of regulatory uncertainty, with every new arrest warrant potentially reshaping investor confidence in real time. The environment was defined not by earnings surprises or monetary policy shifts, but by the slow, grinding weight of institutional reform and its uncertain path forward.
The index closed the period at 49383, down from 55717 at the start—a decline of -11.4%. Yet the headline figure obscures the deeper turbulence beneath: a maximum drawdown of 24.2% tested portfolio resilience at its worst point, while the largest single-bar move of 5.0% signaled that even within the broader slide, acute spikes of fear could erupt with little warning. Across these months, traders faced 25 decision points, of which 9 were deemed critical, demanding recalibration under pressure.
This replay sharpens skills that policy-driven markets demand: distinguishing between temporary shocks and structural regime changes, sizing positions when volatility clusters around unpredictable catalysts, and managing the psychological fatigue of holding through extended drawdowns. Participants learn that in regulatory environments, the most dangerous move is often not acting, but reacting without a clear process.