Boom · Jakarta Composite Index (2014)
Relive 150 days of Jakarta Composite Index action from April to November 2014, capturing a 4.0% climb with a 6.4% drawdown along the way. Step through each daily bar, navigate 26 decision points, and receive an AI coach review of your simulated choices.
150 daily bars · 26 decision points · 2014-04 to 2014-11 · Stocks
Key facts
This window spans 227 days with a peak-to-trough drawdown of 6.4% and a 10.1% run-up.
- Max drawdown
- −6.4%
- Max run-up
- +10.1%
- Duration
- 227 days
- Largest single-day move
- −3.2%
- Bars
- 150 Daily bars
- Decision points
- 26
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 enters a seven-month run from April to November 2014, a period dominated by infrastructure policy anticipation as Indonesia undergoes its leadership transition. Traders face a market where political rhetoric translates directly into price action, creating a uniquely policy-sensitive environment. With 150 daily bars and 26 decision points embedded in this historical replay, participants must contend with the uncertainty of how policy expectations will ultimately shape market outcomes.
The index closed at 5053.94 on November 17, 2014, rising from an April opening of 4857.94, translating into a net gain of 4.0%. Yet this headline number conceals considerable turbulence beneath the surface: the market endured a maximum drawdown of 6.4% during the period, while the largest single trading day delivered a 3.2% swing. These figures illustrate how a seemingly modest upward trajectory can coexist with meaningful intraday volatility and sustained periods of losses.
This replay sharpens decision-making under the specific pressures of policy-driven markets. The 9 critical decision points scattered across the 150-day span test whether participants can maintain disciplined risk management when headlines move markets. The 6.4% drawdown underscores the importance of position sizing and stop-loss discipline even during periods of positive structural bias. Psychologically, the scenario trains participants to stay objective when policy noise creates false signals, separating genuine trend shifts from temporary overreactions.