Regulation · NASDAQ Composite Index (2024)
Replay 144 days across the 2023-08-24 to 2024-03-20 window as the NASDAQ Composite navigates policy-driven volatility with a 10.3% max drawdown. Make your call at 25 decision points and receive an AI coach review in this simulated training exercise.
144 daily bars · 25 decision points · 2023-08 to 2024-03 · Stocks
Key facts
This window spans 209 days with a peak-to-trough drawdown of 10.3% and a 30.0% run-up.
- Max drawdown
- −10.3%
- Max run-up
- +30.0%
- Duration
- 209 days
- Largest single-day move
- +3.0%
- 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 entered a pivotal phase between August 2023 and March 2024, a 144-trading-day stretch defined by policy-driven uncertainty. As regulators deliberated over the approval of a spot Bitcoin exchange-traded product, markets absorbed shifting expectations, headlines, and political signals. The index moved within a landscape where monetary-policy reverberations met crypto-adjacent regulatory decisions, testing investors' ability to process cross-asset policy cues without overreacting.
Over the full period the NASDAQ Composite rose 21.6 percent, climbing from 13,463.97 to 16,369.41. Yet the journey was anything but linear: a maximum drawdown of 10.3 percent underscored periods of acute stress, while the largest single session swing reached 3.0 percent. Trainees faced 25 decision points across this arc, with 9 classified as critical moments demanding clear positional choices. The interplay between steady appreciation and sharp corrections created a realistic training ground for navigating policy-sensitive environments.
This replay sharpens the decision-making process by confronting participants with the psychological strain of volatility clusters and the discipline required to avoid reactive moves during headline-driven spikes. Managing risk through a 10.3 percent drawdown teaches position sizing and emotional neutrality, while the 3.0 percent single-bar episodes highlight the importance of not mistaking short-term noise for structural shifts. The 25 decision points serve as deliberate checkpoints, forcing deliberate review of entries, exits, and conviction levels when external policy forces dominate market direction.