Pandemic · Nifty 50 Index (2021)
Replay 144 trading days from August 2021 to March 2022 as a new COVID variant rattled Indian markets, producing a 14.1% drawdown and a 4.8% single-session swing. Make your own calls at 25 decision points and receive an AI coach review of each move, simulated capital only.
144 daily bars · 25 decision points · 2021-08 to 2022-03 · Stocks
Key facts
This window spans 210 days with a peak-to-trough drawdown of 14.1% and a 13.5% run-up.
- Max drawdown
- −14.1%
- Max run-up
- +13.5%
- Duration
- 210 days
- Largest single-day move
- −4.8%
- 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 August 2021, the Nifty 50 entered a period defined by pandemic uncertainty as a new COVID variant spread across India. The scenario spans 144 trading days from August 11, 2021 to March 9, 2022, placing traders inside the 2020s era of heightened market sensitivity to health-related news. Participants faced the challenge of navigating a market where sentiment could shift sharply on variant updates, policy announcements, and global risk-off moves, making this an authentic stress test of conviction and timing.
The index closed the period at 16345.35, a net move of just 0.4% from the starting 16282.25, yet this benign headline number concealed significant turbulence beneath the surface. The maximum drawdown reached 14.1%, and the largest single-session swing hit 4.8%, meaning traders experienced substantial interim losses and volatile one-day reversals despite the flat overall outcome. These extremes tested every assumption about position sizing and exit discipline.
This replay offers 25 decision points, 9 of them marked as critical, forcing participants to act under uncertainty rather than merely observe history. The lesson is not about predicting the next variant headline but about building a repeatable process: sizing positions to survive a 14.1% drawdown, maintaining psychological resilience through a 4.8% intraday shock, and knowing when conviction outweighs noise. Process discipline and risk awareness matter more than any single prediction in this environment.