Default · NASDAQ Composite Index (1998)
Replay 144 days across the 1998 NASDAQ Composite, navigating a 29.5% drawdown after a single-day 8.6% swing. You make 25 decision points, including 9 critical ones, and receive an AI coach review of your simulated choices.
144 daily bars · 25 decision points · 1998-04 to 1998-11 · Stocks
Key facts
This window spans 204 days with a peak-to-trough drawdown of 29.5% and a 28.5% run-up.
- Max drawdown
- −29.5%
- Max run-up
- +28.5%
- Duration
- 204 days
- Largest single-day move
- −8.6%
- Bars
- 144 Daily bars
- Decision points
- 25
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 the spring and summer of 1998, the NASDAQ Composite Index represented the heart of a technology sector that had been riding a multi-year bull run. The period from April 14 to November 4, 1998—spanning 144 trading days—would test the resilience of investors as global economic tensions mounted. Against a backdrop of emerging market instability, particularly concerning developments in Russia, market participants faced a critical examination of their risk management and portfolio construction.
Over the 144-day replay period, the NASDAQ Composite shifted from 1843.03 to 1823.57, registering a modest -1.1% decline on closing prices. Yet this surface-level stability concealed dramatic underlying turbulence, with a maximum drawdown of 29.5% and a single-day swing of 8.6% exposing significant volatility that challenged even seasoned participants.
This scenario distills the essence of decision training under pressure. With 25 decision points—9 deemed critical—participants must navigate moments where process and psychology intersect. The episode teaches disciplined risk assessment, the ability to distinguish temporary volatility from structural shifts, and emotional equilibrium when confronted with unexpected market dislocations. Historical replay transforms abstract market theory into lived experience, building the instincts that no chart can fully convey.
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