Regulation · Bovespa Index (2015)
Brazil's Bovespa Index slid 1.6% across 144 trading days marked by a 16.4% drawdown and 25 regulatory decision points. Replay each session step by step, weigh policy-driven choices at 9 critical junctures, and receive an AI coach review, simulated and educational.
144 daily bars · 25 decision points · 2014-11 to 2015-06 · Stocks
Key facts
This window spans 216 days with a peak-to-trough drawdown of 16.4% and a 23.8% run-up.
- Max drawdown
- −16.4%
- Max run-up
- +23.8%
- Duration
- 216 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 presents a compelling case study in regulatory-driven market dynamics. Between November 2014 and June 2015, the Brazilian stock market operated within a complex policy environment where 25 distinct decision points punctuated the trading calendar, including 9 critical junctures that demanded careful analysis and risk calibration. The era was marked by heightened regulatory scrutiny and shifting policy frameworks that tested investors' ability to interpret and respond to official actions.
The index closed the 144 trading days at 52816, down from an opening of 53698, representing a modest -1.6% decline. However, this headline figure obscures substantial turbulence beneath the surface: the market experienced a maximum drawdown of 16.4%, with the largest single session moving 5.0%. These figures reveal a period of significant intraday and interday volatility where sustained pressure tested portfolio resilience even as the ultimate directional outcome proved relatively contained.
This replay scenario trains decision-makers to navigate environments where regulatory signals are ambiguous and market reactions can be disproportionate. Participants must practice calibrating position sizes against known maximum drawdown potential, managing psychological responses to sudden 5.0% swings, and developing systematic processes for the 25 discrete choice moments. The educational value lies not in predicting outcomes but in building consistent frameworks for decision-making under policy-driven uncertainty, where the gap between signal and noise remains persistently wide.