Crash · NASDAQ Composite Index (2018)
Replay the 2017-09 to 2018-04 NASDAQ stretch across 144 daily bars, navigating a 9.7% max drawdown and 25 decision points. Step through each session, choose at critical forks, and receive an AI coach review in this simulated market-replay.
144 daily bars · 25 decision points · 2017-09 to 2018-04 · Stocks
Key facts
This window spans 209 days with a peak-to-trough drawdown of 9.7% and a 19.1% run-up.
- Max drawdown
- −9.7%
- Max run-up
- +19.1%
- 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 the fall of 2017 carrying the momentum of a years-long tech rally while facing fresh policy uncertainties. The replay spans September 21, 2017 through April 18, 2018, a period when regulatory signals and monetary-policy chatter repeatedly jolted sentiment. Participants face 25 decision points, 9 of them critical forks, across 144 daily bars—a compressed yet faithful reconstruction of the pressures that defined this stretch.
Over the full span the index rose from 6422.69 to 7295.24, delivering a 13.6% net gain. That headline number, however, obscures a 9.7% maximum drawdown and a largest single-bar move of 3.9%, both reminders that volatility punctuates even upward-biased markets. Navigating the intermittent shocks required timing discipline and a willingness to reassess positions when momentum shifted abruptly.
This scenario sharpens decision-making under ambiguity. The 25 decision points force participants to act with incomplete information, while the 9 critical forks test whether they can distinguish temporary noise from structural shifts. Managing the 9.7% drawdown without abandoning a sound process cultivates both portfolio resilience and psychological steadiness—core competencies for anyone studying market history through replay.