Boom · NASDAQ Composite Index (2013)
Replay the NASDAQ rally from October 2012 to May 2013 as the index climbed 11.4% across 150 daily bars. You make calls at 26 decision points, including 9 critical ones, and get an AI coach review after every simulated trading day.
150 daily bars · 26 decision points · 2012-10 to 2013-05 · Stocks
Key facts
This window spans 219 days with a peak-to-trough drawdown of 8.6% and a 23.4% run-up.
- Max drawdown
- −8.6%
- Max run-up
- +23.4%
- Duration
- 219 days
- Largest single-day move
- +3.1%
- Bars
- 150 Daily bars
- Decision points
- 26
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 a sustained advance in the autumn of 2012 as technology stocks began attracting renewed institutional interest. This 150-day window, spanning from October 17, 2012 to May 24, 2013, captures a period when the index climbed steadily from 3104.12 to 3459.14, representing an 11.4% gain. For traders in training, this era presented a classic risk-management challenge: maintaining exposure during a directional move while respecting volatility that could test conviction at any moment.
Throughout this replay, the index navigated minor pullbacks including an 8.6% maximum drawdown, alongside occasional sharp intraday swings where a single bar could move as much as 3.1%. The market did not rise in a straight line; instead, it offered intermittent stress that separated disciplined participants from those who abandoned positions prematurely. Within the 26 decision points, nine critical nodes demanded clearer strategic choices, forcing trainees to confront the tension between patience and prudence.
This scenario ultimately teaches that profitable outcomes require more than directional conviction. The 2010s tech rally demonstrates how a methodical process, combined with emotional resilience during drawdowns and volatility spikes, determines whether a trader captures a trend or surrenders it. Every simulated day ends with AI coach review, turning each call into a data point for refining judgment under authentic market pressure.
Featured in the archive