Collapse · Jakarta Composite Index (2002)
The Jakarta Composite Index fell from 523.97 to 404.42 between mid-2002 and early 2003, a slide of roughly 22.8%. Replay 148 daily bars on FinFable, tackle 25 policy-driven decision points, and receive an AI coach review in a simulated educational environment.
148 daily bars · 25 decision points · 2002-06 to 2003-01 · Stocks
Key facts
This window spans 222 days with a peak-to-trough drawdown of 38.1% and a 26.1% run-up.
- Max drawdown
- −38.1%
- Max run-up
- +26.1%
- Duration
- 222 days
- Largest single-day move
- −10.4%
- Bars
- 148 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 mid-2002 the Jakarta Composite Index stood at 523.97, a level that masked growing unease over policy direction and regional economic headwinds. Over the next seven months investors would confront a landscape where policy signals proved contradictory and growth outlooks remained murky. The period spanning from June 2002 to January 2003 tested conviction and demanded disciplined assessment of shifting fundamentals.
The index descended steadily through 148 trading days, ultimately settling at 404.42 for a decline of -22.8%. The journey proved harsher than the endpoint suggested, with maximum drawdown reaching 38.1%. Volatility manifested in extreme single-session moves of 10.4%, moments when uncertainty crystallized into sudden price dislocations. Throughout this traverse traders encountered 25 distinct decision points, nine of which presented critical junctions where positioning choices carried heightened consequence.
This replay hones the ability to act under sustained pressure rather than only during acute crises. Participants learn to distinguish between temporary dislocations and structural shifts, calibrating position size against drawdown scenarios rather than headline percentage moves. The psychological dimension proves equally vital: maintaining analytical discipline when headlines reinforce bearish momentum, and resisting the temptation to average down into deteriorating conditions. Navigating 148 bars of genuine historical volatility cultivates both process fidelity and emotional equilibrium under the kind of prolonged stress that transforms theoretical risk management into lived experience.