Commodity Shock · Jakarta Composite Index (2015)
Replay 144 daily bars of the Jakarta Composite from June 2015 through January 2016, a stretch where the index slid 7.9% amid commodity volatility and policy uncertainty. Step through each trading day, tackle 25 decision points including 9 critical junctures, and receive an AI coach review of every simulated choice.
144 daily bars · 25 decision points · 2015-06 to 2016-01 · Stocks
Key facts
This window spans 217 days with a peak-to-trough drawdown of 17.3% and a 13.9% run-up.
- Max drawdown
- −17.3%
- Max run-up
- +13.9%
- Duration
- 217 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 mid-2015, Indonesia's stock market faced a test of resilience as the Jakarta Composite Index navigated a period marked by commodity price volatility and policy uncertainty. The scenario covers 144 trading days from June 9, 2015 through January 12, 2016, placing traders inside one of the most challenging stretches of the 2010s for emerging-market equities. Palm oil, a cornerstone of Indonesia's export economy, was weakening, creating crosscurrents for domestic equities even as other factors competed for investor attention.
The index closed the period at 4512.53, down from an opening of 4899.88, representing a cumulative decline of -7.9%. The journey was not smooth: the maximum drawdown reached 17.3%, and volatility surfaced in sharp individual sessions where the largest single-bar move hit 4.6%. This asymmetry between headline drift and intraperiod turbulence created recurring inflection points for participants to test their discipline and risk calibration.
This replay offers 25 decision points, 9 of them flagged as critical junctions, demanding that participants confront the psychological pressures of a declining market. The scenario trains recognition of how commodity shocks propagate through equity indices, how policy uncertainty amplifies hesitation, and how drawdown management separates process from outcome. Each simulated choice is reviewed against the historical tape, building habits of structured reflection rather than reactive improvisation.