Bubble · NASDAQ Composite Index (2015)
Replay the 2015 NASDAQ Composite from February 9 to September 4 across 146 daily bars, navigating a 13.6% drawdown amid global policy spillover. Make your calls at 25 decision points, receive AI coach feedback, and learn market history through simulated practice.
146 daily bars · 25 decision points · 2015-02 to 2015-09 · Stocks
Key facts
This window spans 207 days with a peak-to-trough drawdown of 13.6% and a 10.4% run-up.
- Max drawdown
- −13.6%
- Max run-up
- +10.4%
- Duration
- 207 days
- Largest single-day move
- +4.2%
- Bars
- 146 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 in early 2015 found itself caught in the crosscurrents of global policy spillover. As China's leveraged bull market showed signs of stress, ripples spread across international markets. The period from February 9 to September 4, 2015, spanning 146 daily bars, placed traders in a complex environment where policy decisions thousands of miles away could trigger sudden volatility. What was at stake was the ability to navigate unprecedented cross-market linkages during a period of financial instability.
The index closed essentially flat over this period, slipping just 0.9% from 4726.01 to 4683.92. However, this modest net decline concealed significant turbulence beneath the surface. A maximum drawdown of 13.6% revealed the depth of volatility participants endured, while the largest single-day move of 4.2% underscored how quickly sentiment could shift. Across 25 decision points, including 9 critical junctures, the market repeatedly tested the resolve and discipline of those managing positions through the turmoil.
This replay teaches that headline risk and cross-market contagion can create drawdowns far exceeding the final price change. The gap between the flat closing level and the 13.6% drawdown captures the hidden cost of unhedged exposure during externally driven selloffs. Decision training here focuses on three core skills: maintaining position discipline when headlines spark panic, sizing risk appropriately for regime shifts, and recognizing that correlation can spike without warning. Mastering these lessons prepares traders for environments where policy surprises—not company fundamentals—drive the narrative.