Policy · Jakarta Composite Index (2024)
Replay 144 daily bars of the Jakarta Composite Index from March to October 2024, a period marked by a 9.5% drawdown and 25 policy-driven decision points. Step through each session, weigh critical choices, and receive an AI coach review in a simulated, educational environment. FinFable uses simulated capital only.
144 daily bars · 25 decision points · 2024-03 to 2024-10 · Stocks
Key facts
This window spans 222 days with a peak-to-trough drawdown of 9.5% and a 17.5% run-up.
- Max drawdown
- −9.5%
- Max run-up
- +17.5%
- Duration
- 222 days
- Largest single-day move
- −3.4%
- 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 March 2024 as one of Southeast Asia's most closely watched equity benchmarks, with regional investors acutely aware that policy shifts from major central banks and domestic regulatory decisions could rapidly reshape trading conditions. The period spanning from mid-March through late October presented a demanding test of discipline, as policymakers on multiple fronts signaled changes that demanded reassessment of risk exposures and portfolio positioning. This 144-trading-day window offered a concentrated field for participants to practice decision-making under the pressure of shifting official communications and their cascading market effects.
Over the full span, the index advanced from 7433.31 to 7788.98, translating into a modest 4.8% gain that masked far more turbulent internal dynamics. The journey included a 9.5% peak-to-trough drawdown and moments where single sessions produced moves of up to 3.4%, underscoring the volatility that accompanied each policy signal. Participants navigating this replay encountered 25 distinct decision points, nine of which were flagged as critical junctures where the difference between proactive adjustment and reactive paralysis carried significant consequence for simulated portfolio outcomes.
This replay ultimately teaches that policy-driven markets reward process over prediction. The modest net return, achieved only through disciplined engagement across volatile swings, illustrates how outcome-focused thinking can obscure the quality of individual decisions. Practitioners training here learn to identify policy inflection points, calibrate position sizing against known maximum drawdowns, and manage the emotional inertia that makes it difficult to act decisively when uncertainty peaks. The 2020s continue to demand such adaptive frameworks as official sector actions remain a primary driver of equity market behavior.