Crash · NASDAQ Composite Index (2000)
Replay 144 daily bars from October 1999 to May 2000, watching the NASDAQ Composite swing through a punishing 37.3% drawdown. You step into the historical tape, face 9 critical decision points, and receive an AI coach review of each call — simulated capital, educational only.
144 daily bars · 25 decision points · 1999-10 to 2000-05 · Stocks
Key facts
This window spans 208 days with a peak-to-trough drawdown of 37.3% and a 75.6% run-up.
- Max drawdown
- −37.3%
- Max run-up
- +75.6%
- Duration
- 208 days
- Largest single-day move
- −9.7%
- 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
The NASDAQ Composite Index entered October 1999 at the height of the dot-com euphoria, with technology stocks commanding extraordinary valuations. This replay spans 144 trading days through May 2000, capturing the index at 2875.22 and tracking its volatile journey across two decades. The stakes were immense: for traders and investors who had chased the rally, maintaining discipline through sudden reversals would prove decisive.
The numbers reveal a market in violent oscillation. Despite closing the period at 3164.55—a nominal gain of 10.1%—the journey included a harrowing 37.3% maximum drawdown. Single sessions moved as much as 9.7%, creating whipsaw conditions that punished momentum strategies. Across 9 critical decision points embedded in the tape, participants faced tests of conviction versus capitulation.
This scenario excels as decision training because it strips away hindsight bias. You cannot know which pivot marks the true top. The replay forces confrontation with position sizing under volatility, the psychology of holding through drawdowns, and the discipline required to exit positions before they become catastrophic. Success here is measured not by profit, but by the quality of the process under uncertainty.