MSCI ACWI Downtrend Replay (2011-07-07 to 2011-08-08)
Replay the MSCI ACWI correction from 2011-07-07 to 2011-08-08, when the index fell 10.2% across a 17.7% max drawdown. Step through each daily bar, face nine decision points, and receive an AI coach review of your risk calls. Simulated capital only, for educational use.
46 daily bars · 9 decision points · 2011-06 to 2011-08 · Stocks
Key facts
This window spans 64 days with a peak-to-trough drawdown of 17.7% and a 8.3% run-up.
- Max drawdown
- −17.7%
- Max run-up
- +8.3%
- Duration
- 64 days
- Largest single-day move
- −6.9%
- Bars
- 46 Daily bars
- Decision points
- 9
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 MSCI ACWI, a benchmark spanning developed and emerging market equities globally, entered a critical correction phase in mid-2011. Replaying the period from July 7 to August 8, 2011 places participants in the shoes of investors navigating one of the most volatile stretches of the early 2010s. With the European debt crisis escalating and global growth concerns mounting, the stakes were high: each daily bar brought fresh uncertainty, and participants had to make decisions without knowing where the next bottom might lie.
The index fell 10.2% from 46.94 to 42.15, but the real story was the depth of fear beneath that headline number. The maximum drawdown reached 17.7%, meaning peak-to-trough losses far exceeded the endpoint decline. Volatility was extreme, with the largest single-bar move hitting 6.9%. Across the 46-bar replay, participants faced nine decision points, three of which were critical junctures where positioning could mean the difference between protecting capital or compounding losses.
This replay sharpens three core skills. First, it forces disciplined risk management under stress, as position sizing that feels comfortable in calm markets becomes dangerous during a 17.7% drawdown. Second, it reveals how anchoring on the starting price blinds investors to the deeper trough already forming. Third, it demonstrates that volatility itself carries information: a 6.9% single-bar move signals fear or capitulation, demanding a deliberate response rather than an emotional one. The goal is not to predict the bottom but to have a process that survives the journey.