Policy · NASDAQ Composite Index (2015)
The NASDAQ Composite slid 10.3% from 5115.38 to 4590.47 between August 2015 and February 2016 amid a shifting policy backdrop. Replay each of the 144 daily bars, navigate 25 decision points, and receive AI coach feedback in this simulated educational scenario.
144 daily bars · 25 decision points · 2015-08 to 2016-02 · Stocks
Key facts
This window spans 207 days with a peak-to-trough drawdown of 17.3% and a 14.4% run-up.
- Max drawdown
- −17.3%
- Max run-up
- +14.4%
- Duration
- 207 days
- Largest single-day move
- +4.2%
- 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 Index in mid-2015 faced a pivotal moment as the Federal Reserve signaled potential policy shifts. With the era spanning from August 2015 to February 2016, investors navigated an environment where monetary policy uncertainty dominated market sentiment. This period placed traders at a critical junction between accommodative measures and the prospect of tightening, making every policy signal a potential catalyst for volatility.
Between August 3, 2015 and February 26, 2016, the index fell from 5115.38 to 4590.47, a decline of -10.3% over 144 daily bars. The maximum drawdown reached 17.3%, with the largest single-bar move hitting 4.2%. Traders confronted 25 decision points across this stretch, 9 of which were critical junctures where positioning choices carried heightened consequence.
This scenario tests the ability to act decisively under policy-driven uncertainty. The drawdown severity reminds us that tail risks materialize quietly before becoming obvious. The cluster of critical decisions underscores that process discipline matters more than prediction. Psychological resilience—the capacity to avoid paralysis during extended volatility and to resist recency bias after sharp moves—distinguishes effective navigation of such periods.