MSCI World Downtrend Replay (2018-01-26 to 2018-02-08)
Replay an authentic MSCI World correction spanning 30 daily bars from January 10 to February 22, 2018, including a 9.6% drawdown. Step through seven decision points with three marked critical, receive AI coach feedback on each choice, and learn how volatility actually unfolded in this simulated historical scenario.
30 daily bars · 7 decision points · 2018-01 to 2018-02 · Stocks
Key facts
This window spans 43 days with a peak-to-trough drawdown of 9.6% and a 5.5% run-up.
- Max drawdown
- −9.6%
- Max run-up
- +5.5%
- Duration
- 43 days
- Largest single-day move
- −4.2%
- Bars
- 30 Daily bars
- Decision points
- 7
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 2018, the MSCI World index entered a sharp correction phase. This replay covers 30 daily bars from January 10 to February 22, 2018—a period when global equity markets faced mounting volatility after an extended rally in the 2010s. Participants navigate this downturn as if managing real capital, facing the uncertainty of where the bottom might be and when a recovery would materialize.
The index declined from 90.2 to 88.69, a net loss of 1.7% over the full span. Yet the true severity emerged mid-period: a maximum drawdown of 9.6% tested portfolio resilience, while the largest single session saw a 4.2% swing. These figures illustrate how a modest overall decline can mask significant intermediate turbulence that erodes capital and confidence alike.
This scenario offers a rigorous training ground for decision-making under pressure. With seven decision points—three marked as critical—participants must confront questions of position sizing, stop-loss discipline, and emotional composure when facing a double-digit drawdown. The experience reveals how volatility clusters can test even disciplined traders, sharpening skills that transfer to any market environment where fear and greed drive price action.