Policy · Jakarta Composite Index (2015)
Across 144 daily bars from October 2014 to May 2015, the Jakarta Composite moved only 3.1% but endured a 7.9% drawdown. Replay each session, navigate 9 critical decision points, and receive AI coach feedback through this simulated educational scenario.
144 daily bars · 25 decision points · 2014-10 to 2015-05 · Stocks
Key facts
This window spans 210 days with a peak-to-trough drawdown of 7.9% and a 12.4% run-up.
- Max drawdown
- −7.9%
- Max run-up
- +12.4%
- Duration
- 210 days
- Largest single-day move
- −3.5%
- 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 entered a pivotal six-month period in October 2014 as Indonesia navigated a complex macroeconomic environment with central bank policy under scrutiny. With 144 daily trading bars spanning through May 2015, market participants faced mounting uncertainty around monetary policy direction. This scene captures a textbook case of policy-driven market dynamics, where surprise central bank actions could swing prices dramatically within tight ranges.
The index closed the period at 5150.49, up 3.1% from its starting point of 4993.88. Yet this modest net gain concealed significant turbulence: a maximum drawdown of 7.9% tested portfolio resilience, while the largest single session delivered a 3.5% move. Nine critical decision points punctuated this era, demanding that replay participants make real-time choices under incomplete information. Each of the 25 total decision moments offered a chance to practice disciplined risk management amid policy surprises.
This replay scenario sharpens three essential trading skills. First, it forces participants to process monetary policy signals without hindsight bias. Second, the 7.9% drawdown teaches position sizing and stop-loss discipline. Third, navigating nine critical nodes without knowing outcomes builds psychological resilience against uncertainty. The minimal net movement paired with substantial volatility makes this an ideal laboratory for practicing how to capture large swings while protecting capital from prolonged drawdowns.