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Regulation · Jakarta Composite Index (2023)

StocksIDX CompositeIDPolicy2023-06 to 2024-01Difficulty 2/5FreeView charts

Replay 144 daily bars from June 2023 as Indonesia's nickel downstream policy reshaped the Jakarta Composite Index, with the benchmark moving 9.3% amid a 5.3% drawdown. Step through each session, tackle 9 critical decision points, and receive AI coach review on your simulated calls.

144K lines
25Decision points
2Difficulty
DailyGranularity

144 daily bars · 25 decision points · 2023-06 to 2024-01 · Stocks

Key facts

This window spans 214 days with a peak-to-trough drawdown of 5.3% and a 10.8% run-up.

Max drawdown
−5.3%
Max run-up
+10.8%
Duration
214 days
Largest single-day move
−1.8%
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

How to play
  1. The market advances day by day. You only see candles up to the current day — as if you were really there.

  2. At key decision points choose Buy / Trim / Exit / Hold. Each decision advances the timeline by one day.

  3. 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 middle of 2023, Indonesia's government was aggressively advancing its nickel downstream industrialization strategy, aiming to move beyond raw ore exports toward value-added processing. The Jakarta Composite Index reflected this policy environment, moving from 6666.33 to 7283.58 over 144 trading days—a 9.3% gain—while experiencing a 5.3% maximum drawdown. The largest single-day swing reached 1.8%, presenting 25 decision points, 9 of which were particularly critical. This period offered traders a chance to practice navigating policy-driven market shifts.

The replay captures how nickel downstream policy signals rippled through the market, creating sector rotations that did not always move in lockstep with the headline index. Participants faced moments where policy expectation shifts collided with earnings realities, forcing them to reassess positioning under incomplete information. The 5.3% drawdown period tested whether traders could maintain conviction during a sustained pullback without abandoning disciplined risk management.

For decision training, this replay emphasizes building an adaptive framework for policy-sensitive markets. The key lessons center on calibrating conviction when official signals are ambiguous, sizing positions to survive a 5.3% peak-to-trough decline, and staying emotionally steady when a 1.8% single-day move tests resolve. The goal is not to predict policy outcomes but to develop consistent decision processes that hold up under uncertainty.