Commodity Shock · CAC 40 Index (2022)
Replay 148 daily bars of the CAC 40 from June 2022 to January 2023, navigating a 13.9% drawdown driven by a gas-supply shock. Step through each session, weigh 25 decision points, and receive an AI coach review of your simulated choices.
148 daily bars · 25 decision points · 2022-06 to 2023-01 · Stocks
Key facts
This window spans 206 days with a peak-to-trough drawdown of 13.9% and a 19.4% run-up.
- Max drawdown
- −13.9%
- Max run-up
- +19.4%
- Duration
- 206 days
- Largest single-day move
- +4.2%
- Bars
- 148 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 CAC 40, France's flagship equity index, entered a turbulent phase in June 2022 as European energy markets faced an unprecedented supply squeeze. Natural gas prices had surged following geopolitical disruptions, threatening industrial margins and consumer purchasing power across the continent. The scenario spans 148 trading sessions from June 13, 2022 through January 5, 2023—a period when investors had to navigate mounting uncertainty over energy security, central bank tightening, and growth slowdown risks simultaneously.
The index closed the period at 6761.5, up 12.3% from its opening level of 6022.32. However, the journey was anything but smooth: markets experienced a maximum drawdown of 13.9% at the trough, with volatility punctuated by a largest single-bar swing of 4.2%. Participants faced 25 decision points throughout this stretch, with 9 flagged as critical moments requiring decisive action or careful risk reassessment.
The scenario isolates several key competencies for market participants: calibrating risk tolerance during prolonged stress periods, distinguishing between structural shifts and temporary dislocations, and maintaining discipline when positioning sizes amplify volatility. The 13.9% drawdown illustrates how even correct directional bets can be tested by short-term momentum, while the 4.2% single-bar moves underscore the psychological challenge of holding positions through sharp intraday reversals. Trainees learn to weigh geopolitical tail risks against economic fundamentals, build contingency plans for commodity-driven volatility, and develop emotional regulation when facing consecutive negative sessions.