Regulation · NASDAQ Composite Index (2012)
Across 144 daily bars spanning February to September 2012, the NASDAQ Composite climbed 6.5% from 2915.83 to 3104.02 amid a 12.0% drawdown. Replay each session, navigate 25 decision points, and receive an AI coach review in this simulated market-training scenario.
144 daily bars · 25 decision points · 2012-02 to 2012-09 · Stocks
Key facts
This window spans 208 days with a peak-to-trough drawdown of 12.0% and a 14.2% run-up.
- Max drawdown
- −12.0%
- Max run-up
- +14.2%
- Duration
- 208 days
- Largest single-day move
- +3.0%
- 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 in early 2012 navigated a market defined by policy uncertainty amid a fragile post-crisis recovery. Mixed economic signals, European debt concerns, and Federal Reserve deliberations created an environment where regulatory developments constantly reshaped equity valuations. This scenario captures the tension between recovery optimism and structural headwinds that characterized the market during this seven-month period.
The index opened February 15, 2012 at 2915.83 and closed September 10 at 3104.02, delivering a 6.5% gain across 144 trading days. Yet this upward path was far from linear. The market endured a maximum drawdown of 12.0%, testing the conviction of participants. The largest single trading day witnessed a 3.0% move, illustrating how rapidly sentiment could shift. Navigating these fluctuations required reassessment at 25 decision points, with 9 critical junctures where positioning carried significant consequences.
This replay teaches that sustainable returns rarely follow straight lines. The 12.0% drawdown demonstrates how temporary setbacks can erode confidence, while the 3.0% intraday swings highlight the psychological challenge of maintaining discipline during sudden moves. Trainees learn that process matters more than outcome in any single session—building systematic responses to uncertainty beats predicting market direction. The 25 decision points serve as a training ground for developing risk awareness, emotional regulation, and the intellectual humility to adapt when conditions shift. Every simulated choice becomes data for refining one's approach to navigating ambiguous, policy-driven market environments.