Collapse · Jakarta Composite Index (2022)
Replay the Jakarta Composite Index collapse from June 2022 through early 2023, when the index slipped 1.7% while posting an 8.2% drawdown. Walk day by day through 144 authentic daily bars, make your own choices at 25 decision points, and receive an AI coach review of how policy-driven volatility tested your risk thinking. Simulated capital, educational use only.
144 daily bars · 25 decision points · 2022-06 to 2023-01 · Stocks
Key facts
This window spans 202 days with a peak-to-trough drawdown of 8.2% and a 10.2% run-up.
- Max drawdown
- −8.2%
- Max run-up
- +10.2%
- Duration
- 202 days
- Largest single-day move
- −2.3%
- 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 turbulent period from June 2022 through early 2023, a stretch marked by policy-driven volatility that tested investors across the 2020s. The scenario spans 144 authentic daily bars, placing participants directly into the decision-making flow of a market navigating uncertainty without clear directional momentum. The stakes were straightforward yet demanding: maintain discipline while policy cues sent mixed signals through one of Southeast Asia's key equity markets.
The index closed the period at 6888.76, slipping from an opening of 7007.05 for a net decline of -1.7%. Yet this modest headline figure obscured considerable internal stress, as the maximum drawdown reached 8.2% and the largest single-bar move hit 2.3%. These numbers reveal the gap between calm endpoint readings and the choppy journey investors actually experienced, where sharp intraday swings demanded constant reassessment of positions and risk tolerance.
Participants faced 25 decision points throughout the replay, with 9 flagged as critical moments where conviction and capital management mattered most. This scenario strips away hindsight and forces real-time judgment about when to hold, adjust, or step aside. The lesson cuts to the core of risk psychology: performance is not merely about direction calls but about surviving the drawdown process itself without abandoning sound process. Simulated capital allows the freedom to make mistakes and learn from the gap between intellectual understanding and emotional resilience under pressure.