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Pandemic · NASDAQ Composite Index (2020)

StocksNASDAQUSPolicy2019-10 to 2020-05Difficulty 3/5FreeView charts

Replay the 2020 pandemic shock across 142 daily NASDAQ bars, including a 12.3% single-day surge and a 30.1% drawdown. Walk through 25 decision points day-by-day, receive AI coach feedback, and learn how policy headlines reshaped market psychology—simulated capital only.

142K lines
25Decision points
3Difficulty
DailyGranularity

142 daily bars · 25 decision points · 2019-10 to 2020-05 · Stocks

Key facts

This window spans 208 days with a peak-to-trough drawdown of 30.1% and a 36.7% run-up.

Max drawdown
−30.1%
Max run-up
+36.7%
Duration
208 days
Largest single-day move
−12.3%
Bars
142 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

How to play
  1. The market advances day by day. You only see candles up to the current day — as if you were really there.

  2. At key decision points choose Buy / Trim / Exit / Hold. Each decision advances the timeline by one day.

  3. 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 October 2019 at 8292.36, a level reflecting a decade of steady appreciation during the 2010s. Between late October 2019 and May 2020, the market confronted an unprecedented pandemic shock that would test every participant's decision-making framework. With 25 decision points embedded across 142 daily bars, this replay captures how policy announcements could swing sentiment violently in either direction. The stakes were straightforward: understanding whether one's process could withstand a 30.1% drawdown while navigating the psychological pressure of sudden, large moves.

The period delivered exactly that test. The index ultimately closed at 9340.22, representing a 12.6% gain from the starting level, yet this modest headline figure masked extreme intra-period turbulence. The largest single-day move reached 12.3%, while the maximum drawdown consumed 30.1% of peak value. These numbers—measured across the transition from the 2010s into the 2020s—illustrate how quickly sentiment can reverse when policy headlines collide with uncertainty. Investors who focused on short-term price movements without anchoring to process likely found themselves reacting to noise rather than signal.

For decision trainees, this replay offers a structured environment to examine their own risk tolerance and emotional discipline. The nine critical decision points serve as natural checkpoints, each followed by AI coach analysis that reveals the gap between intention and execution. Participants can practice holding positions through severe drawdowns, timing entries around policy shifts, and managing the psychological strain of watching double-digit swings in a single session—all without real capital at risk.