MSCI ACWI Downtrend Replay (2020-02-12 to 2020-03-12)
Replay a 42-day MSCI ACWI crash scenario where the index plunged -20.1% from 79.52 to 63.54. You'll navigate 8 real market turns with simulated capital, receiving an AI coach review of every decision.
42 daily bars · 8 decision points · 2020-01 to 2020-03 · Stocks
Key facts
This window spans 58 days with a peak-to-trough drawdown of 33.5% and a 17.0% run-up.
- Max drawdown
- −33.5%
- Max run-up
- +17.0%
- Duration
- 58 days
- Largest single-day move
- −11.2%
- Bars
- 42 Daily bars
- Decision points
- 8
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
In early 2020, global equity markets entered one of the most violent contractions in recent memory. The MSCI ACWI, tracking equities across developed and emerging markets, began a sharp reversal that would test every participant's resolve. Over roughly one month of intensified volatility, investors faced a cascading loss of confidence as the full scope of a global health emergency became apparent.
The numbers tell the stark story. From a closing level of 79.52 on February 12, the index plummeted to 63.54 by March 12—a decline of 20.1%. The maximum drawdown reached 33.5%, with the largest single-day move spanning 11.2%. Eight decision points punctuated this decline, three of which represented critical inflection moments where positioning could mean the difference between preservation and severe capital impairment.
This replay offers a clinical laboratory for stress-testing one's decision-making process. The scenario demands disciplined risk management, as position sizing that feels appropriate in calm markets becomes dangerously inadequate during 11.2% single-day swings. Participants must confront the psychological temptation to capitulate at market bottoms or over-lever in a falling knife. The three critical decision points serve as forcing functions: each requires participants to articulate their thesis, manage exposure, and execute under pressure—skills that transfer far beyond this specific historical episode. The goal is not to predict the next crash but to build the reflexes that allow sound decisions when chaos arrives.