Crash · Jakarta Composite Index (2010)
Between December 2009 and July 2010, the Jakarta Composite Index climbed from 2509.69 to 3023.7, surviving a 15.4% drawdown along the way. Replay the 144 days step by step, navigate 25 decision points, and receive an AI coach review of every simulated call you make.
144 daily bars · 25 decision points · 2009-12 to 2010-07 · Stocks
Key facts
This window spans 210 days with a peak-to-trough drawdown of 15.4% and a 22.9% run-up.
- Max drawdown
- −15.4%
- Max run-up
- +22.9%
- Duration
- 210 days
- Largest single-day move
- +7.3%
- 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
As 2009 drew to a close, the Jakarta Composite Index stood at 2509.69, poised at the intersection of post-crisis recovery and emerging-market optimism. The six months that followed—144 trading days stretching to July 2010—would test any investor's conviction, as the index navigated from stability toward a 20.5% climb to 3023.7. This period became a classroom without walls, presenting 25 decision points—9 of them critical moments where positioning and nerve mattered most.
The journey was far from a straight line upward. A 15.4% drawdown tested portfolios midway through the replay, while the largest single-day swing of 7.3% reminded participants that volatility arrives without warning. Those who mistook short-term turbulence for structural failure likely exited too early; those who held or adjusted thoughtfully found themselves participating in the broader advance. The index ultimately closed higher, but the path was paved with moments where calm analysis separated outcomes from panic.
For decision trainers replaying these months, the scenario offers hard lessons in process over prediction. Enduring a 15.4% peak-to-trough decline without abandoning a sound framework separates disciplined traders from reactive ones. The 7.3% single-bar moves exist to teach emotional regulation—when your portfolio swings that much in a day, the instinct to act wars with the discipline to observe. Navigating drawdowns without panic, choosing decision points with clear criteria, and resisting the pull of recency bias form the core competencies this replay cultivates. Markets remember the outcomes; traders must master the process.
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