Default · Jakarta Composite Index (2012)
Ride the Jakarta Composite Index across 144 daily bars through a 13.5% drawdown era defined by policy shifts and volatility spikes. Replay each trading day step by step, face 25 decision points, and receive AI coach feedback in a fully simulated, educational environment.
144 daily bars · 25 decision points · 2011-11 to 2012-06 · Stocks
Key facts
This window spans 207 days with a peak-to-trough drawdown of 13.5% and a 16.1% run-up.
- Max drawdown
- −13.5%
- Max run-up
- +16.1%
- Duration
- 207 days
- Largest single-day move
- −3.8%
- 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
The Jakarta Composite Index entered November 2011 at a precarious juncture. Global markets were still absorbing the shockwaves of the European sovereign debt crisis, and Indonesia was not immune. Policy uncertainty pervaded trading floors as investors weighed shifting signals from central banks against slowing global growth. The stage was set for a period defined not by steady trends but by abrupt reversals and policy-driven volatility.
From November 14, 2011 to June 8, 2012, the index traversed 144 daily bars with a net close of 3833.04 to 3825.33, a mere -0.2% decline. Yet that placid headline number concealed turbulent undercurrents: a maximum drawdown of 13.5% tested portfolio endurance, while the largest single-bar move of 3.8% reminded traders that momentum can reverse without warning. Nine of the twenty-five decision points arrived at critical junctures where course corrections demanded clarity under pressure.
This replay teaches that surviving a volatile policy era requires discipline over prediction. The 13.5% drawdown was not a failure of the market but a test of risk management systems and emotional composure. Participants who attempted to anticipate policy shifts likely overtraded, while those who followed defined processes maintained perspective through the noise. The takeaway is procedural: establish rules before volatility strikes, accept drawdowns as operational costs, and resist the psychological trap of recency bias when every bar feels like a verdict.