Skip to main content

Boom · Jakarta Composite Index (2023)

StocksIDX CompositeIDPolicy2023-08 to 2024-03Difficulty 2/5FreeView charts

Replay 146 daily bars of the 2023 Jakarta Composite boom, where the index climbed from 6893.28 to 7433.31. Step through each session, tackle 25 decision points, and receive an AI coach review in this simulated market-training environment.

146K lines
25Decision points
2Difficulty
DailyGranularity

146 daily bars · 25 decision points · 2023-08 to 2024-03 · Stocks

Key facts

This window spans 217 days with a peak-to-trough drawdown of 5.3% and a 11.9% run-up.

Max drawdown
−5.3%
Max run-up
+11.9%
Duration
217 days
Largest single-day move
−1.8%
Bars
146 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

The Jakarta Composite Index entered a policy-driven boom in mid-2023, as investors weighed central bank signals and fiscal policy pivots across Southeast Asia's largest economy. From August 10, 2023, through March 14, 2024, the market navigated a complex interplay of regulatory expectations, commodity cycles, and shifting global risk sentiment. This 146-session replay captures a period where the line between caution and opportunity shifted with each policy headline.

The index climbed from 6893.28 to 7433.31, delivering a 7.8% gain over the full span. The journey was far from linear—a maximum drawdown of 5.3% tested conviction, while the largest single-session move of 1.8% demanded real-time calibration of position sizing and exit discipline. Twenty-five decision points, nine of them critical, punctuated the trajectory, each testing whether participants could distinguish signal from noise in a market defined by policy uncertainty.

For decision trainees, this scenario distills the core tension between patience and opportunism. A 7.8% total return with a 5.3% drawdown rewards those who manage volatility rather than avoid it. The psychological lesson is stark: in policy-sensitive markets, the gap between a disciplined process and reactive gambling often determines whether a 1.8% intraday swing becomes a learning moment or a loss. Success here requires pre-commitment to rules, not retrospective justification.