MSCI ACWI Uptrend Replay (2016-06-27 to 2018-01-26)
Replay 150 trading days of the MSCI ACWI uptrend from 2016-12-21 to 2017-07-27, when the index climbed 13.2%. You navigate 11 daily decision points, including 4 critical ones, then receive an AI coach review of your choices in this educational, simulated-capital exercise.
150 daily bars · 11 decision points · 2016-12 to 2017-07 · Stocks
Key facts
This window spans 218 days with a peak-to-trough drawdown of 2.4% and a 13.9% run-up.
- Max drawdown
- −2.4%
- Max run-up
- +13.9%
- Duration
- 218 days
- Largest single-day move
- −1.9%
- 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 offered a textbook case study in steady equity appreciation during the first half of 2017. Over 150 trading days spanning December 21, 2016 to July 27, 2017, investors navigated an environment where global growth synchronized and central banks signaled patience with policy normalization. The 11 decision points embedded in this replay—including 4 flagged as critical—gave participants structured moments to test their conviction and discipline in real time. This era represents a distinct corner of the 2010s bull market where sustained upside coexists with remarkable calm.
The index rose from 59.42 to 67.27, delivering a net gain of 13.2%. Risk parameters remained remarkably contained: the maximum drawdown never exceeded 2.4%, and the largest single-bar move registered just 1.9%. Such low volatility can lull participants into complacency, yet the compressed ranges meant that psychological discipline—rather than volatility—isolation—became the primary test.
For decision training, this scenario strips away the theatrics of crises and forces focus on process fundamentals. Participants practice maintaining conviction in benign conditions, managing position sizes, and using the tight risk parameters as guardrails rather than excuses for inaction. The replay teaches that disciplined execution matters as much in tranquil uptrends as in volatile selloffs, preparing trainees to apply sound process across any market temperament.