Inflation · Jakarta Composite Index (2008)
Replay the Jakarta Composite Index from 2,180.09 to 1,259.71, a 42.2% slide across 144 volatile days in 2008. Walk through each trading day, face 25 decision points, and receive an AI coach review in this simulated, educational market-replay.
144 daily bars · 25 decision points · 2008-04 to 2008-11 · Stocks
Key facts
This window spans 218 days with a peak-to-trough drawdown of 55.6% and a 23.3% run-up.
- Max drawdown
- −55.6%
- Max run-up
- +23.3%
- Duration
- 218 days
- Largest single-day move
- −10.7%
- 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 entered April 2008 in an environment where global inflation concerns were intensifying and monetary policy responses remained uncertain. Indonesia's equity market had benefited from years of growth, but the era of easy conditions was giving way to a new reality of cost pressures and policy tightening. For investors holding positions through this transition, the challenge was not merely about selecting the right stocks but about navigating an entire market regime shift with 144 trading days of uncertain footing ahead.
What followed was a sustained and severe contraction: the index fell from 2,180.09 to 1,259.71, a decline of 42.2% over the data window. The journey was anything but smooth, with a maximum drawdown of 55.6% testing the resolve of anyone remaining invested. Extreme single-day moves of 10.7% punctuated the slide, creating an environment where even well-reasoned entries could be punished by sudden reversals. Participants in this replay faced 25 decision points across the period, with 9 deemed critical moments where positioning and risk management decisions carried heightened consequences.
This replay teaches that survival in high-volatility regimes demands more than analytical skill—it requires robust process and emotional resilience. The scenario strips away the comfort of hindsight, forcing traders to make choices under the same ambiguity that defined the original period. Managing risk through such drawdowns, resisting the urge to panic-sell at lows, and recognizing when policy signals warrant a shift in exposure become the core competencies this historical episode hones. The goal is not prediction but calibrated decision-making under sustained pressure.
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