Crash · NASDAQ Composite Index (2024)
Replay 144 daily bars of the 2024 NASDAQ Composite, including a 13.1% peak drawdown, in an authentic market-decision training scenario. You navigate 25 decision points day-by-day, with AI coach feedback on simulated capital only.
144 daily bars · 25 decision points · 2024-03 to 2024-10 · Stocks
Key facts
This window spans 208 days with a peak-to-trough drawdown of 13.1% and a 22.0% run-up.
- Max drawdown
- −13.1%
- Max run-up
- +22.0%
- Duration
- 208 days
- Largest single-day move
- −3.6%
- 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
In spring 2024, the NASDAQ Composite faced a complex environment shaped by shifting monetary policy expectations and carry trade dynamics. The period from March 21 to October 15, 2024 placed traders at the intersection of tech-sector valuations and global policy signals, with particular attention to how yen-based carry trade unwinding could ripple through risk assets. This 144-bar daily replay captured a market navigating uncertainty, where each decision carried weight in an environment defined by policy sensitivity.
The index opened at 16401.84 and ultimately closed at 18315.59, delivering an 11.7% gain over the full span. Yet the journey was anything but smooth—a maximum drawdown of 13.1% tested risk discipline, while the largest single-bar move of 3.6% reminded participants how quickly sentiment can shift. Across 25 decision points, including 9 marked as critical, the scenario forced traders to choose between conviction and caution as the market oscillated between advance and retreat.
This replay teaches that surviving volatility requires separating process from outcome. The 13.1% drawdown was not a failure of strategy but a feature of authentic market behavior, demanding that participants manage risk without panic. Navigating the 3.6% single-bar episodes required emotional discipline, while the cadence of decision points reinforced that consistent frameworks outperform reactive guesses. For decision training, the lesson is clear: preparation, position sizing, and psychological resilience matter more than predicting direction.