Crash · NASDAQ Composite Index (2010)
Replay the 2010 NASDAQ Composite flash crash across 142 daily bars and a 17.3% drawdown. Step through each session, tackle 25 decision points, and receive AI coach feedback on your simulated choices.
142 daily bars · 25 decision points · 2009-12 to 2010-07 · Stocks
Key facts
This window spans 208 days with a peak-to-trough drawdown of 17.3% and a 19.0% run-up.
- Max drawdown
- −17.3%
- Max run-up
- +19.0%
- Duration
- 208 days
- Largest single-day move
- +4.8%
- Bars
- 142 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 December 2009 amid a fragile post-crisis recovery, with the market still absorbing unprecedented monetary policy interventions. The period from December 18, 2009 to July 14, 2010 presented investors with a complex landscape where policy signals competed with structural uncertainties, creating conditions for rapid sentiment shifts. This 142-trading-day window captured the index moving from 2211.69 to 2249.84, a modest net gain of 1.7% that masked violent intermediate fluctuations.
What unfolded was a textbook flash crash dynamic: the index experienced a maximum drawdown of 17.3% during this span, with individual sessions seeing moves as large as 4.8% in a single day. Across the period, traders faced 25 decision points, nine of which were classified as critical junctures where positioning would have determined whether they survived the volatility or capitulated. The disparity between the ending price and the journey there revealed how historical percentage returns can obscure the psychological toll of navigating extreme intraday turbulence.
This replay teaches that survival in volatile markets demands more than directional conviction; it requires disciplined position sizing, predefined exit triggers, and emotional equilibrium when losses mount. The 2010 NASDAQ experience demonstrates that policy-driven environments can reverse rapidly, and that even a seemingly flat net return can represent a gauntlet of high-stakes choices. For decision trainers, the scenario offers a controlled environment to practice risk management under the same conditions that challenged real participants during the flash crash.
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