Default · Jakarta Composite Index (2001)
Indonesia's Jakarta Composite Index swung through 18.2% drawdown territory between August 2001 and March 2002. Replay the 144 daily bars, navigate 25 decision points (9 critical), and receive an AI coach review in this simulated market-training scenario.
144 daily bars · 25 decision points · 2001-08 to 2002-03 · Stocks
Key facts
This window spans 216 days with a peak-to-trough drawdown of 18.2% and a 29.9% run-up.
- Max drawdown
- −18.2%
- Max run-up
- +29.9%
- Duration
- 216 days
- Largest single-day move
- −4.3%
- 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
The Jakarta Composite Index in 2001 represented Indonesia's equity market navigating a period of significant regional and global uncertainty. The 2000s decade brought interconnected challenges across emerging markets, and Indonesia was not immune to spillover effects from neighboring economies. This scenario spans 2001-08-07 to 2002-03-11, a stretch when investor confidence wavered amid shifting sentiment across Asia. Understanding this macro backdrop is essential for anyone replaying the 144 daily bars and facing the 25 decision points embedded within.
Over the full data span, the index closed at 474.03, up 9.5% from its starting level of 432.94. That headline number masks considerable turbulence: the market endured a maximum drawdown of 18.2% and experienced its largest single-bar move of 4.3% during peak volatility. Participants who exited during the worst drawdown phases missed the eventual recovery, while those who held with discipline captured the net gain. The tension between protecting capital and staying invested runs through every critical node in this replay.
This scenario sharpens decision training around three core dimensions. Process-wise, participants must evaluate shifting risk appetites without the clarity of hindsight. Risk-wise, the 18.2% drawdown forces realistic sizing and stop-loss thinking under pressure. Psychologically, the gap between peak loss and final gain tests emotional discipline—patience and conviction separate those who survive volatile periods from those who capitulate early.