Crash · Jakarta Composite Index (2008)
Between May 22 and December 23, 2008, the Jakarta Composite Index fell 46.3% from 2503.95 to 1343.72. Replay each of the 144 daily bars, navigate 25 decision points including 9 critical moments, and receive an AI coach review of your crisis-era choices in this simulated training scenario.
144 daily bars · 25 decision points · 2008-05 to 2008-12 · Stocks
Key facts
This window spans 215 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
- 215 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 year 2008 marked one of the most turbulent periods in global financial history, and Indonesia's Jakarta Composite Index was not immune to the upheaval. As the Global Financial Crisis unfolded, the market confronted a sweeping collapse that erased trillions in equity value worldwide. This replay scenario places you inside the Indonesian market during its most volatile chapter, where every decision carried magnified consequences for portfolio preservation.
Between May 22 and December 23, 2008, the Jakarta Composite Index fell 46.3% from 2503.95 to 1343.72 across 144 daily bars. The maximum drawdown reached 55.6%, with the largest single-bar move spanning 10.7%—moments when panic and liquidity crises intersected. Navigating this descent required surviving 25 decision points, including 9 critical junctures where positioning and conviction were tested to their limits.
This scenario hones three essential competencies for crisis-era trading: disciplined risk management under extreme volatility, emotional regulation when portfolios hemorrhage value, and principled process adherence when fundamentals appear irrelevant. The Jakarta crash of 2008 serves as a stark classroom for understanding how policy uncertainty, global contagion, and local market structure interact during systemic breakdowns—knowledge that remains vital for anyone navigating modern financial markets.
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