Crash · Bovespa Index (2015)
Replay a 144-day Bovespa slide from 56,229 to 47,146 and a 24.3% drawdown. Step into daily decision points, weigh policy shocks, and receive AI coach feedback through simulated market replay training.
144 daily bars · 25 decision points · 2015-04 to 2015-11 · Stocks
Key facts
This window spans 210 days with a peak-to-trough drawdown of 24.3% and a 12.2% run-up.
- Max drawdown
- −24.3%
- Max run-up
- +12.2%
- Duration
- 210 days
- Largest single-day move
- +4.8%
- 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 spring of 2015, the Brazilian Bovespa Index entered a turbulent seven-month period that would test the resolve of any market participant. The arena was Latin America's largest equity market, spanning 144 trading days from April 30 through late November. At stake was the ability to navigate a market caught in the crosscurrents of policy uncertainty emanating from China's market crisis—a phenomenon that would punish emerging-market assets with swift and brutal efficiency.
The numbers tell a stark story. The Bovespa descended from 56,229 to 47,146, a retreat of 16.2% over the data span. More striking was the peak-to-trough experience: a maximum drawdown of 24.3% inflicted sustained pressure on portfolios, while the largest single-day swing of 4.8% reminded traders that volatility itself becomes a hazard. Across these 144 bars, 25 decision points emerged—9 deemed critical—offering repeated opportunities to either adapt strategically or succumb to the prevailing gravity.
This replay trains participants to confront several realities that define crisis management. First, process matters more than prediction: no one could foresee the precise path, but disciplined responses to each bar improved outcomes. Second, risk calibration must account for drawdown scenarios well beyond the headline decline; surviving a 24.3% trough requires sizing and hedging that many traders underestimate. Third, psychology becomes the decisive factor—policy-driven crashes punish both the fearful who exit prematurely and the reckless who overstay. The replay cultivates the patience and judgment needed to distinguish between structural breaks warranting action and noise warranting composure.