Policy · NASDAQ Composite Index (2013)
Replay 144 daily bars of the NASDAQ Composite from February 2013 through early September, a span marked by 5.2% drawdown volatility and 25 policy-driven decision points. Step into each trading day, choose your actions, then review the AI coach's historical analysis in this simulated training environment.
144 daily bars · 25 decision points · 2013-02 to 2013-09 · Stocks
Key facts
This window spans 208 days with a peak-to-trough drawdown of 5.2% and a 18.5% run-up.
- Max drawdown
- −5.2%
- Max run-up
- +18.5%
- Duration
- 208 days
- Largest single-day move
- −2.4%
- 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 entered February 2013 as investors navigated a market where Federal Reserve policy expectations had become the dominant force shaping sentiment. The period from February 8 to September 4, 2013 spans 144 trading days, placing traders at the intersection of economic recovery signals and central bank uncertainty. Each trading day carried weight, as the slightest shift in policy rhetoric could move prices meaningfully.
Across these 144 daily bars, the index rose from 3193.87 to 3649.04, delivering a net gain of 14.3%. Yet this trajectory was far from smooth—volatility manifested in a maximum drawdown of 5.2% and individual sessions saw moves as large as 2.4%. The market's sensitivity to policy cues meant that investors faced repeated inflection points where positioning could sharply diverge from consensus.
For decision training, this era illustrates how policy-driven uncertainty creates both risk and opportunity. The 25 decision points, with 9 deemed critical, demonstrate the frequency with which investors must recalibrate expectations. The 5.2% drawdown reminds us that even favorable long-term trends can test conviction. A 2.4% single-session move shows how news can compress market reactions into brief windows, demanding disciplined process over reactive impulse.
Featured in the archive