MSCI ACWI Uptrend Replay (2022-06-17 to 2022-08-16)
MSCI ACWI drifted -2.3% from 87.62 to 85.64 across 82 daily bars, hiding a 12.2% drawdown inside a choppy uptrend. Step through each session, weigh 11 decision points, and receive AI coach review on your simulated calls.
82 daily bars · 11 decision points · 2022-05 to 2022-09 · Stocks
Key facts
This window spans 119 days with a peak-to-trough drawdown of 12.2% and a 13.1% run-up.
- Max drawdown
- −12.2%
- Max run-up
- +13.1%
- Duration
- 119 days
- Largest single-day move
- −4.0%
- Bars
- 82 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
MSCI ACWI, the market-cap weighted index of global equities, faced a turbulent summer in 2022. The period from June 17 to August 16, 2022 occurred against a backdrop of persistent inflation, aggressive monetary tightening, and geopolitical uncertainty. The scenario captures a market environment where global investors navigated conflicting signals—trying to price in recession risks while assessing whether the worst of the drawdown had passed. For decision-training purposes, this replay asks participants to manage risk through 11 decision points embedded within 82 daily bars of authentic historical data.
The index closed the period at 85.64, down from an opening of 87.62—a modest -2.3% net decline that obscures the journey. Within that span, the market endured a maximum drawdown of 12.2%, with the largest single-bar move reaching 4.0%. This combination of shallow net returns and deep interim losses created a volatile, range-bound environment where false breakouts and sudden reversals tested every entry and exit call. Four of the eleven decision points were flagged as critical, marking moments where directional conviction was most heavily penalized or rewarded.
The scenario teaches that headline returns often hide the true texture of risk. A -2.3% outcome can coexist with volatility severe enough to trigger emotional capitulation. Trainees learn to separate price path from outcome, manage drawdown risk proactively, and recognize that choppy trends reward process discipline over directional certainty. This replay belongs in every curriculum that treats decision-making under uncertainty as a skill worth training.