Inflation · Jakarta Composite Index (2011)
Indonesia's Jakarta Composite slipped from 3603.4 to 3814.93 over 144 days, enduring an 11.6% drawdown amid 2011 emerging-market inflation. Replay each trading day, navigate 25 decision points, and review your choices with an AI coach for educational insight.
144 daily bars · 25 decision points · 2010-10 to 2011-05 · Stocks
Key facts
This window spans 210 days with a peak-to-trough drawdown of 11.6% and a 15.0% run-up.
- Max drawdown
- −11.6%
- Max run-up
- +15.0%
- Duration
- 210 days
- Largest single-day move
- −4.2%
- 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 late 2010 and early 2011, the Jakarta Composite Index operated within one of the most challenging emerging-market environments of the decade. Inflationary pressures across developing economies prompted aggressive monetary tightening, creating uncertainty about growth trajectories and capital flows. For market participants replaying this era, the central question was how to position portfolios when policy direction remained unclear and sentiment could shift abruptly with each central bank statement.
Over 144 trading days spanning October 6, 2010 to May 4, 2011, the index climbed from 3603.4 to 3814.93, achieving a modest 5.9% return. Beneath this headline figure lay considerable turbulence: an 11.6% maximum drawdown tested risk tolerance, while intraday swings reaching 4.2% demanded disciplined position sizing. Participants faced 25 decision points, nine of which proved critical junctures where pre-market analysis intersected with live price action.
This replay illuminates how process discipline trumps directional conviction when volatility spikes. The 11.6% drawdown reminds traders that temporary losses are inevitable even in profitable scenarios, while the 4.2% single-bar moves test whether position sizes remain appropriate under stress. Nine critical moments across 144 bars means roughly one high-stakes decision every sixteen trading days, reinforcing the value of systematic preparation over reactive improvisation. The Jakarta Composite episode proves that surviving volatility through sound process matters more than predicting its precise timing.