Bubble · Jakarta Composite Index (2010)
Replay the 2010 commodity supercycle bubble across 150 daily bars on the Jakarta Composite Index, where a 15.4% drawdown punctuated a 24.4% climb. Step through authentic session-by-session decisions, encounter 26 branching points, and receive AI coach review in a fully simulated training environment.
150 daily bars · 26 decision points · 2009-12 to 2010-07 · Stocks
Key facts
This window spans 220 days with a peak-to-trough drawdown of 15.4% and a 25.5% run-up.
- Max drawdown
- −15.4%
- Max run-up
- +25.5%
- Duration
- 220 days
- Largest single-day move
- +7.3%
- 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 the last weeks of 2009 as global demand for commodities was surging, fueling optimism across Southeast Asian markets. Over the next seven months, spanning 150 daily bars from 2009-12-22 to 2010-07-30, participants faced a textbook bubble environment where momentum and sentiment could override fundamentals at any moment. With 26 decision points embedded across this period, including 9 critical junctures where a single call could mean the difference between capturing a rally or absorbing a steep loss, the stage was set for a demanding test of skill under uncertainty.
What unfolded was a climb of 24.4% in the closing level, yet this headline figure masked a treacherous path. The journey included a maximum drawdown of 15.4%, a reminder that even winning periods can punish the unwary with sharp reversals. The largest single-bar move reached 7.3%, a figure that could either deliver a windfall or wipe out prudent stops depending on positioning and timing. Every session brought fresh data, shifting odds, and the ever-present possibility that the commodity supercycle narrative could unwind without warning.
For decision training, this replay isolates the core tension between following a prevailing trend and guarding against its sudden collapse. The process challenge lies in updating views rationally as new bars arrive, resisting the temptation to extrapolate the rally blindly while staying disciplined when volatility spikes. Risk management becomes visceral when a 7.3% single-session swing looms, demanding pre-commitment to sizing and exits rather than reactive improvisation. Psychologically, participants must confront the cognitive traps that bubble environments amplify: recency bias, overconfidence after gains, and the fear of missing out that lures late entrants into the most dangerous positions. Mastering these dynamics on historical data sharpens the instincts needed when the next volatile period arrives.
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