Boom · Jakarta Composite Index (2006)
Indonesia's Jakarta Composite Index climbed 36.3% across 150 trading days from June 2006 to January 2007, with an 8.6% max drawdown. Replay the boom day-by-day, navigate 26 policy-driven decision points, and receive AI coach feedback in this simulated educational environment.
150 daily bars · 26 decision points · 2006-06 to 2007-01 · Stocks
Key facts
This window spans 224 days with a peak-to-trough drawdown of 8.6% and a 44.4% run-up.
- Max drawdown
- −8.6%
- Max run-up
- +44.4%
- Duration
- 224 days
- Largest single-day move
- −4.0%
- 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.
Related scenarios
- Bubble · Jakarta Composite Index (2007)2006 · Lv.3
- Default · Jakarta Composite Index (2008)2007 · Lv.3
- Boom · Jakarta Composite Index (2009)2008 · Lv.4
- Collapse · Jakarta Composite Index (2008)2008 · Lv.4
- Boom · Jakarta Composite Index (2005)2004 · Lv.3
- Policy · Jakarta Composite Index (2008)2008 · Lv.4
Event Replay
What happened — and what it teaches
In mid-2006, Indonesia's Jakarta Composite Index entered a period of extraordinary momentum. The 150 trading days from June 20, 2006 through January 30, 2007 captured a market navigating post-reform optimism, commodity tailwinds, and shifting regulatory signals. For market participants, this era presented a test of conviction versus caution—the kind of environment where policy whispers could move prices as decisively as earnings reports.
The numbers tell a story of sustained ascent punctuated by tension. The index climbed from 1294.97 to 1765.52, delivering a 36.3% return. Yet the journey was not a straight line: an 8.6% max drawdown reminded participants that momentum can reverse suddenly, while the largest single-bar swing of 4.0% demonstrated how quickly sentiment could shift on policy news. Across these 150 days, traders faced 26 decision points—9 of them critical inflection moments where positioning could mean the difference between capturing the rally or being caught in a pullback.
This replay teaches that bull markets demand as much psychological discipline as analytical skill. Participants must learn to manage risk even when the trend appears obvious, maintaining composure through drawdowns rather than abandoning strategy at the worst moment. The 26 decision points train the habit of continuous reassessment: each policy signal requires evaluation without recency bias. Success in volatile booms comes from balancing confidence in the thesis with flexibility to adapt—qualities this educational environment is designed to sharpen through repeated, consequence-free practice.
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