Bubble · Jakarta Composite Index (2011)
Replay 144 days across Indonesia's 2011 commodity-cycle stretch as the Jakarta Composite Index climbed 12.6% from 3459.93 to 3896.12 amid sharp volatility. Step through each daily bar, face 25 decision points, and receive an AI coach review in a simulated educational environment.
144 daily bars · 25 decision points · 2011-02 to 2011-09 · Stocks
Key facts
This window spans 216 days with a peak-to-trough drawdown of 10.9% and a 24.3% run-up.
- Max drawdown
- −10.9%
- Max run-up
- +24.3%
- Duration
- 216 days
- Largest single-day move
- −4.9%
- 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 early 2011, Indonesia's Jakarta Composite Index found itself navigating the waning phase of a global commodity supercycle that had powered Southeast Asian markets for years. The index tracked daily movements across 144 trading sessions from February 8 to September 12, a period when policymakers, commodity exporters, and regional investors faced critical questions about sustaining growth as raw material demand patterns shifted. The stakes extended beyond mere price speculation to fundamental questions about portfolio construction, sector allocation, and risk exposure during a transitional market regime.
The index rose from 3459.93 to 3896.12, delivering a net gain of 12.6% over the eight-month span. Beneath that seemingly steady advance lay considerable turbulence: a maximum drawdown of 10.9% tested conviction, while the largest single-day move of 4.9% demonstrated how quickly sentiment could swing. Across these 144 bars, participants encountered 25 decision points, nine of which the replay designates as critical junctures where directional choices carried heightened consequence. The scenario thus presented a market that rewarded patience and discipline while punishing reactive positioning.
For decision trainees, this replay illuminates the gap between outcome and process. A 12.6% return appears straightforward until one confronts the emotional toll of a 10.9% peak-to-trough decline and sudden 4.9% single-session swings. The nine critical moments require learners to articulate their reasoning under pressure, examine whether their risk parameters remained consistent through volatility, and reflect on whether confirmation bias or loss aversion influenced their positioning. Such historical scenarios train practitioners to separate the analytical challenge of understanding a period from the psychological challenge of inhabiting it in real time.