Crash · Nifty 50 Index (2015)
Replay 144 daily bars of India's Nifty 50 from April through November 2015 as policy-driven volatility pushed it to a 12.4% drawdown. You step through each authentic session, face 25 decision points, and receive an AI coach review of your choices in a simulated, educational environment.
144 daily bars · 25 decision points · 2015-04 to 2015-11 · Stocks
Key facts
This window spans 211 days with a peak-to-trough drawdown of 12.4% and a 9.7% run-up.
- Max drawdown
- −12.4%
- Max run-up
- +9.7%
- Duration
- 211 days
- Largest single-day move
- −5.9%
- 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
In the spring of 2015, India's benchmark Nifty 50 index entered a period defined by policy uncertainty and external spillovers. As Chinese markets convulsed and global capital flows shifted, Indian regulators faced difficult choices that rippled through every session. Over 144 authentic daily bars from April through November, you navigate 25 decision points—9 of them critical junctures where the path forward demanded conviction. The question was not merely whether to hold or hedge, but how to think clearly when the macro environment refused to settle.
The numbers tell a story of resilience tested. The index closed at 8181.5 and finished at 7942.7, a net decline of 2.9%—modest in isolation. But between those endpoints lay a 12.4% maximum drawdown and a largest single-bar move of 5.9%. The real lesson lived in the journey: volatility was not noise but signal, policy shifts were not events but processes, and the market's true character emerged not in calm waters but in the storm. Each bar carried the weight of decisions made under pressure, with consequences that compounded across sessions.
For decision training, this scenario strips away the comfort of hindsight. You face uncertainty in real time, calibrate position sizing against genuine drawdown risk, and practice the emotional discipline required when a 5.9% single-session move threatens your thesis. The process matters more than the outcome: Did you adjust when evidence shifted? Did you manage risk before it managed you? Did you distinguish between volatility and actual deterioration? These are the habits that separate reactive traders from those who navigate chaos with intention.