MSCI ACWI Downtrend Replay (2015-11-03 to 2016-01-20)
Step into a 106-day MSCI ACWI replay where the index fell 3.0% while suffering a 15.9% drawdown. You make daily allocation calls across 11 decision points, then receive an AI coach review of your risk choices.
106 daily bars · 11 decision points · 2015-09 to 2016-02 · Stocks
Key facts
This window spans 154 days with a peak-to-trough drawdown of 15.9% and a 11.5% run-up.
- Max drawdown
- −15.9%
- Max run-up
- +11.5%
- Duration
- 154 days
- Largest single-day move
- −2.8%
- Bars
- 106 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 represents global equity markets spanning developed and emerging economies. This replay unfolds across 106 daily bars from late September 2015 through late February 2016, with the active decision window framed from November 2015 to January 2016. The period placed the longest equity bull market of the 2010s under genuine strain as investors navigated rising rate expectations, slowing Chinese growth, and collapsing commodity prices. Portfolio managers faced the challenge of maintaining exposure while global markets exhibited sustained uncertainty.
By the close of the data span the index settled at 52.48, down from an opening reference of 54.13, a net loss of -3.0%. Yet this headline figure dramatically understates the turbulence encountered. Maximum drawdown reached 15.9%, meaning peak-to-trough losses were more than five times larger than the final percentage decline. The largest single-bar move hit 2.8%, revealing how fear concentrated significant price action into concentrated sessions. Participants confronted 11 decision points across the replay, with 4 classified as critical junctures requiring decisive allocation choices.
This scenario exposes a fundamental disconnect between trailing performance and lived experience. A modest -3.0% closing loss masked 15.9% drawdowns, demonstrating that recovery duration and depth matter more than endpoint figures. The 11 decision points test whether learners can adhere to disciplined process when headlines turn grim or abandon strategy under pressure. The 4 critical moments force honest self-assessment of risk tolerance and psychological resilience under sustained decline.