Boom · Jakarta Composite Index (2012)
Replay 144 daily bars of the Jakarta Composite Index from August 2012 to March 2013, capturing an 18.9% rebound as European debt fears eased. Walk through each session, tackle 9 of 25 critical policy-driven decision points, and receive AI coach feedback in a simulated training environment.
144 daily bars · 25 decision points · 2012-08 to 2013-03 · Stocks
Key facts
This window spans 217 days with a peak-to-trough drawdown of 3.3% and a 21.1% run-up.
- Max drawdown
- −3.3%
- Max run-up
- +21.1%
- Duration
- 217 days
- Largest single-day move
- +2.1%
- 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 August 2012 in an atmosphere of global uncertainty. European sovereign debt fears had cast a shadow over emerging markets, and Indonesian equities faced questions about resilience. The 144-day replay window spanning to March 2013 presents trainees with 25 decision points—9 deemed critical—embedded within a period when policy signals from Europe could reverse sentiment overnight. The stakes involved reading macro shifts before they fully materialized in price action.
What unfolded was an 18.9% rebound from 4099.81 to 4874.5. The recovery was not a straight line; a maximum drawdown of 3.3% tested conviction, while the largest single-bar move of 2.1% reminded participants that volatility arrives without warning. Navigating this terrain required adapting to policy-driven inflection points rather than chasing momentum blindly. The relatively contained drawdown framed the uptrend as a learning environment rather than a crisis simulation.
For decision training, this replay emphasizes three disciplines. First, process matters more than prediction—participants must articulate entry and exit logic before market noise intervenes. Second, risk calibration matters: a 3.3% maximum drawdown is modest, yet behavioral errors can amplify losses beyond technical thresholds. Third, psychology shapes outcomes when volatility spikes 2.1% in a single session. AI coach feedback in the simulated environment exists to surface these blind spots, making the Jakarta Composite rebound a classroom as much as a historical case study.
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