Policy · Jakarta Composite Index (2015)
Replay 144 days of 2015 Indonesian market history as the Jakarta Composite Index fell 13.0% from 5184.95 to 4508.45 amid central bank intervention. Make decisions across 25 policy-driven scenarios, including 9 critical moments, and receive an AI coach review of your simulated capital choices.
144 daily bars · 25 decision points · 2015-05 to 2015-12 · Stocks
Key facts
This window spans 212 days with a peak-to-trough drawdown of 22.6% and a 13.9% run-up.
- Max drawdown
- −22.6%
- Max run-up
- +13.9%
- Duration
- 212 days
- Largest single-day move
- +4.6%
- 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 the second half of 2015, the Jakarta Composite Index faced mounting pressure as Indonesia's central bank navigated a complex policy environment amid currency volatility and capital outflows. The market was caught between domestic growth concerns and external monetary policy shifts, creating an environment where policy decisions carried significant weight over daily price movements. Participants entering this replay needed to understand that they were not merely trading an index but responding to evolving official communications and economic data in real time.
The index declined 13.0% from 5184.95 to 4508.45 over 144 trading days, experiencing a maximum drawdown of 22.6% and a largest single-bar move of 4.6%. Participants faced 25 decision points, including 9 critical moments where positioning could dramatically alter portfolio outcomes. The sustained downward pressure tested risk management frameworks and forced reassessment of exposure during prolonged policy uncertainty.
This replay teaches that process discipline matters more than directional conviction when policy risk dominates. The 22.6% drawdown reminds traders that nominal stop-losses based on normal conditions can be violated during policy-driven volatility. The 4.6% single-day swings highlight how announcements can create immediate dislocation, rewarding those with pre-positioned hedges or penalizing those caught flat-footed. For decision training, the key takeaway is separating information gathering from position sizing: understanding policy intent is table stakes, but managing risk across 9 critical nodes is what separates disciplined simulation outcomes from reactive guesswork.