MSCI ACWI Uptrend Replay (2011-10-03 to 2011-10-27)
Replay a 38-day MSCI ACWI window where price climbed 1.1% from 41.8 to 42.24 amid a 9.1% drawdown and 4.5% swings. Walk through each trading day, tackle 7 decision points, and receive an AI coach review, all in a simulated capital environment.
38 daily bars · 7 decision points · 2011-09 to 2011-11 · Stocks
Key facts
This window spans 51 days with a peak-to-trough drawdown of 9.1% and a 19.3% run-up.
- Max drawdown
- −9.1%
- Max run-up
- +19.3%
- Duration
- 51 days
- Largest single-day move
- −4.5%
- Bars
- 38 Daily bars
- Decision points
- 7
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 index provides a window into global equity markets, and the autumn of 2011 presented investors with a particularly demanding environment. This replay scenario covers a 38-day window from mid-September to early November, a period when markets were recovering from summer turbulence while confronting persistent macroeconomic uncertainty. Participants enter this simulation to experience the mental demands of navigating a market that offered neither clear trends nor easy exits.
The net result was modest: the index rose from 41.8 to 42.24, representing a 1.1% gain over the period. However, this headline number obscures substantial internal volatility, with a maximum drawdown of 9.1% and the largest single-day swing reaching 4.5%. Seven distinct decision points punctuate this window, three of which the simulation identifies as critical moments where directional conviction became essential. Price action was choppy and inconclusive, rewarding neither passive holding nor aggressive repositioning.
This scenario excels as a decision-training exercise because it strips away the comfort of strong directional trends. The modest 1.1% gain paired with the 9.1% drawdown demonstrates how even correct directional bets can erode confidence and capital if risk management is neglected. The presence of seven decision points, including three marked as critical, forces participants to confront the psychological pressure of frequent commitment. By replaying this period with simulated capital, learners can observe how their own risk tolerance and process hold up when the market offers no clear narrative—only the persistent challenge of disciplined decision-making under uncertainty.