MSCI World Uptrend Replay (2018-12-24 to 2019-05-03)
Replay the MSCI World index across 150 daily bars ending with a 2.4% gain after a 14.9% drawdown. You move day-by-day through 11 decision points, make choices, and receive AI coach feedback in this simulated educational training environment.
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 14.9% and a 22.8% run-up.
- Max drawdown
- −14.9%
- Max run-up
- +22.8%
- Duration
- 219 days
- Largest single-day move
- +3.3%
- 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 World index in late 2018 faced a period of severe turbulence as global equity markets absorbed the combined pressures of trade tensions, rising interest rates, and slowing economic growth. This replay scenario spans 150 daily bars from November 7, 2018 to June 14, 2019, placing participants directly into an environment where optimism and fear battled for control. The central question was how to navigate a market that had entered correction territory while maintaining discipline toward long-term objectives.
The index closed the period at 90.25, representing a modest 2.4% gain from an opening level of 88.14. However, this seemingly small return concealed substantial turbulence: a maximum drawdown of 14.9% tested even the most resilient strategies, while individual trading days saw moves as large as 3.3%. Participants encountered 11 decision points, including 4 critical junctures where directional conviction was essential for maintaining portfolio positioning through the volatility.
This scenario excels as a decision-training exercise because it forces participants to confront the psychological challenge of holding positions through significant drawdowns while remaining prepared for sharp intraday reversals. The experience reveals how patience, position sizing, and risk tolerance interact when returns are neither dramatic nor immediate. For those studying market history, the period demonstrates that sideways or slightly positive outcomes can coexist with intense intermediate volatility, making emotional discipline as valuable as analytical skill.