Policy · Jakarta Composite Index (2014)
Replay 144 daily bars of the Jakarta Composite Index from July 2014, navigating a 6.4% drawdown amid central bank policy shifts. Make your own calls at 25 decision points and receive an AI coach review of each simulated choice.
144 daily bars · 25 decision points · 2014-07 to 2015-02 · Stocks
Key facts
This window spans 214 days with a peak-to-trough drawdown of 6.4% and a 8.9% run-up.
- Max drawdown
- −6.4%
- Max run-up
- +8.9%
- Duration
- 214 days
- Largest single-day move
- −2.7%
- 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 enters the spotlight in mid-2014, a critical juncture for Southeast Asian markets as regional central banks navigated uncertain monetary policy terrain. This period placed Indonesian equities at the intersection of domestic growth concerns and external policy signals, testing investors' ability to interpret official communications and position accordingly. The decade-long 2010s framework meant participants faced familiar yet evolving challenges in reading policy intent.
Over 144 trading days from July 2014 through February 2015, the index climbed from 5098.01 to 5348.47, delivering a modest 4.9% return. Beneath this surface stability lurked significant turbulence: a 6.4% maximum drawdown tested portfolio endurance, while the largest single-day move of 2.7% underscored sudden sentiment shifts. Participants navigated 25 decision points, with 9 critical junctures demanding the sharpest judgment.
This replay distills essential lessons for policy-driven markets. Process discipline matters: navigating central bank signals requires structured analysis rather than reactive gambling. Risk calibration proves vital—accepting a 6.4% drawdown in pursuit of modest gains demands clear pre-commitment to loss thresholds. The psychological dimension looms large: maintaining composure across 25 decision points, especially during the largest single-bar swings, separates structured learners from impulsive traders. These skills transfer across markets and eras, making this Indonesian episode a valuable training ground for any student of financial decision-making under uncertainty.