Regulation · Jakarta Composite Index (2014)
Re-live 144 trading days on the Jakarta Composite Index from March to October 2014, navigating 25 decision points amid 5.7% drawdowns and policy uncertainty. Step through each historical bar, make your calls, and receive an AI coach review of your reasoning. Simulated capital only, purely educational.
144 daily bars · 25 decision points · 2014-03 to 2014-10 · Stocks
Key facts
This window spans 218 days with a peak-to-trough drawdown of 5.7% and a 14.4% run-up.
- Max drawdown
- −5.7%
- Max run-up
- +14.4%
- Duration
- 218 days
- Largest single-day move
- +3.2%
- 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 March 2014, the Jakarta Composite Index entered a period shaped by Indonesia's political transition and the regulatory uncertainty that accompanied it. Investors faced the delicate task of maintaining market exposure while parsing ambiguous policy signals across Southeast Asia's largest economy. This replay immerses participants in 144 trading days where political dynamics directly influenced equity market behavior, with policy risk as the central theme throughout.
The index rose from 4584.21 to 5032.84, delivering a 9.8% return, yet the journey was far from smooth. A maximum drawdown of 5.7% tested risk management discipline at multiple points, while the largest single-bar move of 3.2% revealed how suddenly sentiment could shift on policy developments. Navigating 25 decision points—including 9 deemed critical—required participants to act decisively when political events intersected with market hours.
This scenario sharpens decision-making under opacity. The 5.7% drawdown underscores the importance of position sizing before political events materialize, not after. The 3.2% single-bar volatility reminds traders that policy-driven markets can gap against positions, making stop discipline essential. Perhaps most importantly, the compressed timeline of 144 days teaches psychological resilience: processing conflicting signals while maintaining conviction requires a repeatable process, not improvisation. Emerging-market equity investing demands both analytical rigor and emotional steadiness, and this replay offers a structured environment to practice both.