MSCI ACWI Uptrend Replay (2018-12-24 to 2019-05-03)
Replay an MSCI ACWI uptrend of just 2.0% across 150 daily bars ending June 2019, set against a 14.3% drawdown and 3.7% swings. Step through each authentic trading day, tackle 11 decision points, and receive AI coach feedback in this simulated educational market-replay.
150 daily bars · 11 decision points · 2018-11 to 2019-06 · Stocks
Key facts
This window spans 219 days with a peak-to-trough drawdown of 14.3% and a 22.1% run-up.
- Max drawdown
- −14.3%
- Max run-up
- +22.1%
- Duration
- 219 days
- Largest single-day move
- +3.7%
- 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
This replay captures the MSCI ACWI across 150 daily bars spanning November 2018 to June 2019, a period that tested global investors after the late-2018 equity selloff. The decade involved was the 2010s, and the market was attempting to recover from significant losses. Participants face the challenge of navigating uncertain recovery conditions while managing exposure through choppy price action.
The net result was modest—just 2.0% overall gain from 71.36 to 72.78—yet the journey was anything but calm. The market endured a 14.3% drawdown along the way, and individual sessions produced swings of up to 3.7%. Traders confronted 11 decision points, of which 4 were critical, requiring them to assess trend continuation, adjust positions, or stand firm amid false signals.
This scenario teaches that survival in volatile recovery markets demands disciplined process over hopeful prediction. The gap between a tiny net gain and a deep drawdown highlights how easily portfolios can bleed before recovering. Handling single-bar spikes of 3.7% tests both technical execution and emotional control. For decision training, the value lies in learning to manage risk through uncertainty rather than chasing directional certainty in a market that rewarded patience over bravado.