Boom · Jakarta Composite Index (2009)
Replay Indonesia's 2009 rebound as the Jakarta Composite surged 70.9% across 150 trading days from December 2008 to July 2009. Step through each session, navigate 26 decision points, and receive an AI coach review of your simulated choices.
150 daily bars · 26 decision points · 2008-12 to 2009-07 · Stocks
Key facts
This window spans 228 days with a peak-to-trough drawdown of 12.6% and a 85.0% run-up.
- Max drawdown
- −12.6%
- Max run-up
- +85.0%
- Duration
- 228 days
- Largest single-day move
- +6.0%
- 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.
Event Replay
What happened — and what it teaches
The Jakarta Composite Index entered December 2008 in the depths of global financial turmoil. Investors faced a shattered post-GFC landscape where the index had collapsed from recent highs. This 150-trading-day replay from 2008-12-15 to 2009-07-31 places participants inside one of the most dramatic recovery periods in 2000s emerging-market history, asking the fundamental question: how do you navigate a V-shaped rebound without knowing where it ends?
The data reveals a surge of 70.9% from 1359.28 to 2323.24 across those 150 daily bars. Yet the journey was far from straight. A maximum drawdown of 12.6% tested conviction mid-replay, while the largest single-bar move of 6.0% demanded split-second position management. With 26 decision points embedded—including 9 critical junctures—the scenario forces realistic engagement with momentum, volatility spikes, and the psychological temptation to front-run or second-guess a sustained advance.
For decision training, this replay sharpens three essential skills: systematic position sizing amid 6.0% intraday swings that could devastate concentrated bets; disciplined conviction management when a 12.6% pullback tempts early exit; and emotional neutrality when a 70.9% advance creates overconfidence. Participants learn that surviving volatility is not the same as capturing trend, and that process—not prediction—defines sustainable performance across the 2000s decade cycle.