War · Jakarta Composite Index (2003)
On the eve of the Iraq War, the Jakarta Composite Index drifted 28.2% from 384.49 to 492.82 across 150 turbulent trading days. Replay each session on FinFable, face 26 decision points, and receive an AI coach review of your simulated choices.
150 daily bars · 26 decision points · 2002-10 to 2003-05 · Stocks
Key facts
This window spans 230 days with a peak-to-trough drawdown of 12.2% and a 46.0% run-up.
- Max drawdown
- −12.2%
- Max run-up
- +46.0%
- Duration
- 230 days
- Largest single-day move
- −10.4%
- Bars
- 150 Daily bars
- Decision points
- 26
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 entered one of its most consequential periods of the early 2000s, spanning from October 2002 to May 2003 against the backdrop of mounting tensions preceding the Iraq War. Regional markets grappled with geopolitical uncertainty, shifting policy signals, and the prospect of military escalation that could reshape Southeast Asian trade dynamics. Within this volatile environment, traders and investors faced 26 distinct decision points, nine of which proved critical to portfolio outcomes.
Over 150 trading sessions, the index advanced from 384.49 to 492.82, delivering a 28.2% return despite experiencing a maximum drawdown of 12.2%. The market's path was far from linear—individual sessions saw moves as large as 10.4%, reflecting the anxiety and optimism that alternated as news from Baghdad and statements from central bankers dictated sentiment. This combination of strong overall performance with significant interim volatility created both opportunity and peril for those managing capital.
This period distills essential lessons for anyone studying market decision-making under pressure. Navigating such turbulence requires disciplined risk management, accepting that a 12.2% peak-to-trough decline can occur even within a profitable overall trade. Perhaps more importantly, the psychological dimension cannot be ignored: the ability to maintain conviction during single-day swings of 10.4% separates sustainable strategies from reactive ones. By replaying these sessions on FinFable, participants practice calibrating position sizing and emotional responses without real capital at risk, building the habits that matter when uncertainty returns.