MSCI World Uptrend Replay (2025-11-20 to 2026-02-25)
Replay a 130-bar MSCI World uptrend spanning 2025-10-06 to 2026-04-13, where the index climbs from 183.61 to 189.99. Step through each trading day, face 11 decision points including 4 critical ones, and receive an AI coach review, simulated and educational.
130 daily bars · 11 decision points · 2025-10 to 2026-04 · Stocks
Key facts
This window spans 189 days with a peak-to-trough drawdown of 9.1% and a 8.6% run-up.
- Max drawdown
- −9.1%
- Max run-up
- +8.6%
- Duration
- 189 days
- Largest single-day move
- +2.9%
- Bars
- 130 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.
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- MSCI World Uptrend Replay (2023-03-13 to 2023-07-31)2023 · Lv.2
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Event Replay
What happened — and what it teaches
This scenario recreates the MSCI World equity index during a sustained uptrend spanning 130 trading days from October 6, 2025 to April 13, 2026, placing participants squarely within the 2020s decade of global markets. The index climbed from 183.61 to 189.99, delivering a modest 3.5% return that nevertheless tested every participant who followed it day by day. With an authentic rally event type, the replay captures how markets advance not in straight lines but through cycles of optimism and doubt.
The journey proved far rockier than the final tally suggests. A maximum drawdown of 9.1% tested conviction midstream, while the largest single-bar move of 2.9% reminded participants that volatility arrives without warning. Across the replay, 11 decision points demanded attention, and at 4 critical junctures, the difference between holding positions and adjusting them shaped outcomes. Each bar represented a fresh canvas for choices about entries, exits, and position sizing.
For decision training, this replay exposes the psychological tension between patience and prudence. The modest net gain rewards those who endured volatility without overreacting, yet the 9.1% drawdown punishes blind commitment. The 4 critical decision points become laboratories for examining why traders abandon sound strategies and how anchoring bias distorts risk perception. Participants learn that surviving drawdowns with discipline matters more than capturing every upside move, and that process accountability trumps outcome hindsight in developing durable trading judgment.
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