Policy · Jakarta Composite Index (2013)
Between February and September 2013, the Jakarta Composite Index slid 6.9% while suffering a 23.9% drawdown as Fed tapering fears rippled through emerging markets. Replay 144 authentic trading days on FinFable, navigate 25 decision points, and review your calls with the AI coach in a simulated, educational setting.
144 daily bars · 25 decision points · 2013-02 to 2013-09 · Stocks
Key facts
This window spans 214 days with a peak-to-trough drawdown of 23.9% and a 16.1% run-up.
- Max drawdown
- −23.9%
- Max run-up
- +16.1%
- Duration
- 214 days
- Largest single-day move
- −5.6%
- 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 scene places you inside the Indonesian equity market at a moment when global monetary policy was about to shift direction. The Jakarta Composite Index, Southeast Asia's largest stock market by capitalization, had been riding a wave of foreign capital inflows that accompanied the Federal Reserve's unprecedented stimulus. By early 2013, those flows faced a credible threat as Fed officials signaled their readiness to begin reducing bond purchases. Emerging-market economies like Indonesia, which had benefited enormously from cheap dollar funding, now confronted the prospect of capital reversals. The stakes were clear: navigating 144 trading days of authentic historical data while managing positions through a period when external policy shocks could overwhelm domestic fundamentals.
The index began the period at 4503.15 and ended at 4191.26, translating to a net decline of 6.9%. That headline figure, however, masks the turbulence experienced along the way. The maximum drawdown reached 23.9%, meaning portfolios held through the worst phases would have surrendered nearly a quarter of their peak value. On the most volatile single session, price moved 5.6%, underscoring how quickly sentiment could swing when external headlines clashed with local market conditions. Across the full span, traders faced 25 decision points—9 deemed critical—where positioning choices would have determined whether they weathered the storm or amplified losses.
This replay tests the core competencies that separate disciplined operators from reactive ones. Process discipline means following a defined framework when headlines scream for action. Risk calibration requires sizing positions so that a 23.9% drawdown does not breach survival thresholds. Psychological resilience demands resisting the herd's panic during a 5.6% down day, then avoiding overconfidence when conditions normalize. By confronting these challenges in a simulated environment, you refine the mental models and procedural habits that real-market survival demands—no actual capital at risk, but authentic pressure to expose and correct decision-making flaws.
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