War · CAC 40 Index (2014)
Replay 144 days of CAC 40 trading from 2013-12-09 to 2014-07-04, when escalating Crimea tensions drove an 8.1% swing and a 5.2% drawdown. Step through each bar, navigate 25 decision points, and receive AI coach feedback in this simulated educational drill.
144 daily bars · 25 decision points · 2013-12 to 2014-07 · Stocks
Key facts
This window spans 207 days with a peak-to-trough drawdown of 5.2% and a 13.2% run-up.
- Max drawdown
- −5.2%
- Max run-up
- +13.2%
- Duration
- 207 days
- Largest single-day move
- −2.8%
- 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
In the winter of 2013, the CAC 40 Index tracked France's premier blue-chip companies across 144 daily bars through to early July 2014. As Crimean tensions escalated into a full-blown geopolitical crisis, the market faced an environment where diplomatic headlines could swing sentiment within hours. This period represented a textbook case of external political shocks testing equity valuations, placing investors in a scenario where conventional technical signals competed with rapidly shifting geopolitical narratives.
The index closed at 4134.1 on December 9, 2013 and finished at 4468.98 by July 4, 2014, delivering an 8.1% return over the full span. Yet the path was anything but smooth: a maximum drawdown of 5.2% tested risk tolerance, while the largest single-bar move of 2.8% reminded participants how quickly news cycles could overwhelm orderly trading. The market absorbed annexation fears, sanctions rhetoric, and shifting expectations of European policy responses, creating an oscillating pattern that rewarded neither passive holding nor reactive trading alone.
This replay offers a rigorous training ground for decision-making under geopolitical stress. Participants confront 25 decision points—9 deemed critical—where timing, position sizing, and conviction must align despite ambiguous information. The scenario forces reflection on process discipline, risk calibration to account for tail events, and psychological management when headlines demand immediate action. Learning to distinguish between noise and signal in such charged environments is perhaps the most durable skill this historical drill can cultivate.