Crash · CAC 40 Index (2008)
Replay the CAC 40's 2008 crash as 144 daily bars show a 37.6% plunge from 5078.04 to 3166.65, with a peak drawdown of 44.0%. Step through every session, navigate 25 policy-driven decision points, and receive an AI coach review on your simulated choices.
144 daily bars · 25 decision points · 2008-05 to 2008-12 · Stocks
Key facts
This window spans 201 days with a peak-to-trough drawdown of 44.0% and a 20.3% run-up.
- Max drawdown
- −44.0%
- Max run-up
- +20.3%
- Duration
- 201 days
- Largest single-day move
- +11.2%
- 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
In May 2008, the CAC 40 stood as a pillar of European blue-chip equities, reflecting France's largest publicly traded companies. As summer gave way to autumn, the global financial system approached a breaking point, and policymakers across Europe were forced to respond to cascading credit market failures. For traders and investors, the question was no longer whether to act, but how to navigate an era of unprecedented policy uncertainty.
The index collapsed from 5078.04 to 3166.65, a loss of 37.6% across 144 daily bars. The peak drawdown reached 44.0%, with the largest single session delivering an 11.2% move. Every session from May 16 to December 3 became a test of conviction, as the French market absorbed the collapse of Lehman Brothers, emergency rate cuts, and a succession of government rescue packages. Nine of the 25 decision points were critical inflection moments where positioning could mean the difference between mitigation and catastrophe.
This replay trains the core disciplines that separate disciplined managers from reactive ones: building a pre-defined risk framework before volatility arrives, sizing positions knowing that drawdowns will test resolve, and maintaining psychological flexibility when historical precedent offers no reliable map. Participants learn that surviving a crash requires the same systematic rigor as exploiting a bull market, and that process consistency under stress is what separates educational insight from costly instinct.
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