Boom · NASDAQ Composite Index (2017)
Replay the 2017 NASDAQ tax-reform rally across 144 daily bars as the index climbed 17.1% from 6271.33 to 7345.29. Step through each authentic trading day, make decisions at 25 checkpoints, and receive an AI coach review on your reasoning — all in a simulated educational environment.
144 daily bars · 25 decision points · 2017-08 to 2018-03 · Stocks
Key facts
This window spans 209 days with a peak-to-trough drawdown of 9.7% and a 21.1% run-up.
- Max drawdown
- −9.7%
- Max run-up
- +21.1%
- Duration
- 209 days
- Largest single-day move
- −3.9%
- 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 entered a sustained climb through late 2017 and early 2018, driven by anticipation and eventual passage of US corporate tax reform. Over 144 trading days spanning August 2017 to March 2018, participants faced a market that offered steady gains alongside meaningful reversals. With 25 decision checkpoints—9 deemed critical—every entry and exit point carried weight. This was an environment where patient capital was rewarded, but where the 9.7% max drawdown tested conviction. The boom narrative was clear, yet navigating it required discipline beyond simply holding positions.
Across the full data span, the index rose from 6271.33 to 7345.29, delivering a 17.1% total return. The journey was not linear; occasional single-day moves of 3.9% underscored that this market could swing meaningfully within short windows. For those replaying this period, the challenge was not recognizing the trend but managing risk within it. A max drawdown of 9.7% meant that even a correct directional bias could be tested by intermediate losses. The 25 decision points served as deliberate forcing functions—moments where hesitation or premature action could alter outcomes significantly.
This replay emphasizes process over prediction. The 2017 tax-reform rally was a textbook boom scenario: rising prices, recurring volatility spikes, and a clear macro catalyst. Yet participants who focused solely on direction often missed that risk management during a boom is distinct from risk management during a crash. Handling the 3.9% single-day moves, surviving the 9.7% drawdown, and making timely decisions at each checkpoint develop the psychological resilience and procedural discipline that separate prepared participants from reactive ones.