Bubble · CAC 40 Index (2015)
Through 144 daily bars from December 2014 to July 2015, the CAC 40 climbed 10.5% to 4711.54 before a 10.6% drawdown tested conviction. Replay each session, tackle 9 critical decision points, and review your choices with the AI coach in a simulated environment.
144 daily bars · 25 decision points · 2014-12 to 2015-07 · Stocks
Key facts
This window spans 209 days with a peak-to-trough drawdown of 10.6% and a 31.5% run-up.
- Max drawdown
- −10.6%
- Max run-up
- +31.5%
- Duration
- 209 days
- Largest single-day move
- +3.8%
- 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
Through 144 daily bars spanning December 2014 to July 2015, the CAC 40 presented investors with a textbook case of springtime optimism colliding with underlying fragility. The French benchmark, steeped in post-crisis recovery narratives, attracted conviction trades as policy tailwinds dominated market commentary. Nine critical decision points punctuated the journey, each demanding traders reconcile buoyant sentiment against the ever-present risk of reversal.
The index climbed from 4263.94 to 4711.54, delivering a 10.5% advance that masked considerable intra-period turbulence. A 10.6% maximum drawdown tested portfolios midway through the replay, while a single session surge of 3.8% demonstrated how quickly momentum can overwhelm risk models. Twenty-five total decision points gave participants repeated exposure to the dilemma of adding exposure during rallies versus protecting capital during pullbacks.
This scenario distills the core tension between process discipline and emotional resilience. Navigating 25 distinct choice moments forces systematic evaluation of entry timing, position sizing, and exit logic. The 10.6% drawdown reminds participants that even seemingly modest declines can erode conviction, while the 3.8% outlier bar exposes how tail events punish inadequate risk buffers. Decision training here centers on building protocols that survive volatility without sacrificing opportunity capture during genuine advances.