MSCI ACWI Uptrend Replay (2015-01-06 to 2015-05-21)
Replay a 150-bar MSCI ACWI uptrend spanning 2014-11-24 to 2015-06-30 with a 6.9% drawdown woven into the rally. You step through each daily bar, make 11 calls including 4 critical ones, and receive an AI tutor review of every decision in simulated practice.
150 daily bars · 11 decision points · 2014-11 to 2015-06 · Stocks
Key facts
This window spans 218 days with a peak-to-trough drawdown of 6.9% and a 11.3% run-up.
- Max drawdown
- −6.9%
- Max run-up
- +11.3%
- Duration
- 218 days
- Largest single-day move
- −2.5%
- Bars
- 150 Daily bars
- Decision points
- 11
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 offers traders a comprehensive view of global equity markets. This replay spans the 150 daily bars from late November 2014 through June 2015, a period that captured the transition into mid-decade market dynamics. Participants face the challenge of navigating a seemingly positive trend environment while managing the hidden risks that periodically surface. With 11 decision points including 4 critical moments, the scenario tests one's ability to balance conviction with discipline during an extended uptrend.
The index closed the period at 59.45 versus an opening near 60.59, representing a modest -1.9% net decline despite the overall uptrend framing. What makes this scenario particularly instructive is the 6.9% maximum drawdown woven into the rally, reminding practitioners that trending markets do not move in straight lines. The 2.5% largest single-bar move further illustrates how sharp reversals can test even patient participants. These numbers collectively paint a picture of an index that gave back gains while preserving enough structure to remain recognizable as an uptrend.
For decision training purposes, this scenario excels at exposing the gap between theoretical knowledge and real-time execution. The 4 critical decision points force participants to commit to positions during periods of uncertainty, while the 6.9% drawdown challenges assumptions about risk tolerance. Successful navigation requires a clear process for entries, a disciplined approach to position sizing, and emotional resilience when the largest daily moves challenge conviction. The 2010s context adds historical relevance for understanding how global equity markets behaved during a formative period for modern portfolio theory.