Commodity Shock · Jakarta Composite Index (2014)
Step into 144 trading days of the 2014–2015 Jakarta Composite Index, where a 6.4% max drawdown tested discipline amid a commodity shock. Replay each session, tackle 25 decision points, and receive an AI coach review in a simulated, educational environment.
144 daily bars · 25 decision points · 2014-08 to 2015-03 · Stocks
Key facts
This window spans 208 days with a peak-to-trough drawdown of 6.4% and a 12.2% run-up.
- Max drawdown
- −6.4%
- Max run-up
- +12.2%
- Duration
- 208 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
In mid-2014, the Jakarta Composite Index entered a challenging period as commodity markets, particularly coal, faced mounting pressure. The index, a barometer of Indonesian equities, would navigate 144 trading days through this commodity shock—a test of discipline for any participant managing exposure during a period when raw material prices were shifting sentiment across emerging markets.
The period from August 2014 to March 2015 delivered a modest 6.0% return, with the close moving from 5155.55 to 5462.93. Yet this headline figure concealed a more turbulent journey: a 6.4% maximum drawdown tested portfolios, while the largest single-day move of 2.7% underscored the volatility that commodity-linked sentiment could inject into equity markets. Participants faced 25 decision points, including 9 critical junctures where conviction and risk management were essential.
For decision training, this replay emphasizes process over prediction. Commodity shocks rarely announce their precise impact on equities—participants must calibrate position sizing, define exit criteria, and maintain psychological equilibrium when drawdowns approach measured thresholds. The 9 critical decision points become crucible moments: each forces a choice between adhering to a pre-defined framework or reacting to the anxiety of short-term losses. Mastering this distinction—between noise-driven reaction and disciplined process—is the enduring lesson this 2010s episode offers.