Collapse · NASDAQ Composite Index (2002)
Replay the final stretch of the dot-com unwind: the NASDAQ Composite slid from 1673.45 to 1362.42 between May and December 2002. Step through 144 daily bars, navigate 25 decision points, and receive an AI coach review in this simulated training environment.
144 daily bars · 25 decision points · 2002-05 to 2002-12 · Stocks
Key facts
This window spans 205 days with a peak-to-trough drawdown of 34.4% and a 33.6% run-up.
- Max drawdown
- −34.4%
- Max run-up
- +33.6%
- Duration
- 205 days
- Largest single-day move
- +5.8%
- 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
By May 2002 the NASDAQ Composite was deep in the final act of the dot-com collapse. Confidence in technology valuations had evaporated, and the index was still searching for a floor after losing more than two-thirds of its peak. Investors faced a brutal question: had the selling exhausted itself, or did worse lie ahead?
The replay covers 144 daily bars from May 22 to December 13, 2002. The index fell from 1673.45 to 1362.42, a decline of -18.6%. That headline figure masks a harsher reality: a maximum drawdown of 34.4% and a single-bar move as large as 5.8%. Participants navigated 25 decision points, 9 of them critical, as the market oscillated between continued selling and brief relief rallies.
This scenario strips decision training down to its hardest elements. Holding positions through a prolonged unwind tests process discipline and emotional composure. The -18.6% loss and 34.4% drawdown are not abstract statistics; they represent the psychological weight of watching capital erode day after day. The lesson is not about calling the bottom but about maintaining a consistent analytical framework, managing risk incrementally, and understanding that volatility itself is part of the education. Successful navigation requires separating the mathematics of loss from the emotion of loss.