War · NASDAQ Composite Index (2001)
Replay 144 turbulent daily bars on the NASDAQ Composite from May 2 to November 29, 2001, capturing a 38.5% maximum drawdown. Step through each trading day, face 25 decision points, and receive an AI coach review of your simulated choices.
144 daily bars · 25 decision points · 2001-05 to 2001-11 · Stocks
Key facts
This window spans 211 days with a peak-to-trough drawdown of 38.5% and a 36.4% run-up.
- Max drawdown
- −38.5%
- Max run-up
- +36.4%
- Duration
- 211 days
- Largest single-day move
- −6.8%
- 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 May 2001, the NASDAQ Composite was deep in the aftermath of the dot-com collapse, grappling with slowing growth, corporate scandals, and mounting geopolitical uncertainty. From May 2 through November 29, the index would traverse 144 daily bars that tested every trader's conviction and discipline. The stage was set for a market defined by persistent volatility and shifting sentiment.
The numbers tell a sobering story. The index fell from 2220.6 to 1933.26, a decline of -12.9% over the period. Yet the closing price conceals a harsher reality: a maximum drawdown of 38.5% meant that anyone holding through the worst stretches saw their positions erode dramatically before recovering. The largest single-bar move of 6.8% illustrates how quickly sentiment could reverse on any given day. Throughout these 144 days, traders confronted 25 decision points, with 9 deemed critical moments where positioning could mean the difference between recovery and ruin.
This replay distills essential lessons in risk management and psychological resilience. The 38.5% drawdown underscores the danger of inadequate position sizing and the absence of hard stop-loss protocols. The sheer frequency of critical decision points highlights that markets in crisis demand constant engagement and recalibration rather than passive holding. For participants in this simulation, the historical context of 2001 serves as a classroom for understanding how geopolitical events amplify existing vulnerabilities, why process matters more than prediction, and how emotional discipline becomes the ultimate edge when volatility reigns.