Boom · Jakarta Composite Index (2004)
Replay 150 daily bars of the Jakarta Composite Index from December 2003, when it climbed 14.3% amid post-SARS commodity boom optimism and 18.3% drawdown shocks. Step into 26 decision points to navigate each session and receive an AI coach review of your simulated calls.
150 daily bars · 26 decision points · 2003-12 to 2004-08 · Stocks
Key facts
This window spans 229 days with a peak-to-trough drawdown of 18.3% and a 24.8% run-up.
- Max drawdown
- −18.3%
- Max run-up
- +24.8%
- Duration
- 229 days
- Largest single-day move
- −7.5%
- 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 in late 2003 was navigating post-SARS recovery optimism and a global commodity boom. From December 17, 2003 through August 2, 2004, 150 trading days presented Indonesian investors with a complex landscape of opportunity and uncertainty, testing their ability to act decisively in an emerging market finding its footing after disruption.
The index rose from 655.7 to 749.46, delivering a solid 14.3% gain over the period. Yet this trajectory was far from smooth, marked by an 18.3% maximum drawdown and punctuated by a 7.5% single-session swing that tested even seasoned participants. The gap between headline returns and lived experience was substantial.
Participants encountered 26 decision points across 9 critical junctures, forcing them to balance conviction against volatility throughout the scenario. This replay teaches that favorable long-term trends do not prevent painful short-term losses, demanding disciplined position sizing and emotional regulation when markets move violently against you. The Jakarta Composite's post-SARS journey illustrates why process discipline matters more than predictions in volatile emerging markets.
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