Policy · Nifty 50 Index (2025)
Tariff-shock nerves dragged the Nifty 50 through a 10.8% drawdown over 144 days. Replay each session, tackle 25 decision points, and let the AI coach review your reasoning in a simulated training environment.
144 daily bars · 25 decision points · 2024-12 to 2025-07 · Stocks
Key facts
This window spans 210 days with a peak-to-trough drawdown of 10.8% and a 16.1% run-up.
- Max drawdown
- −10.8%
- Max run-up
- +16.1%
- Duration
- 210 days
- Largest single-day move
- +3.8%
- 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
The Nifty 50, India's premier equity index, entered a period of heightened policy uncertainty spanning December 2024 to July 2025. As U.S. tariff expectations intensified, emerging-market assets, including Indian equities, faced cascading sentiment shifts. This 144-session replay captures the index navigating a landscape where every policy headline and data release could abruptly recalibrate market expectations.
The index closed the era at 25461, representing a net advance of 3.2% from its opening level of 24677.8. Beneath this modest headline figure lay a turbulent internal journey: the maximum drawdown reached 10.8% as investors oscillated between risk-off and risk-on postures. A single session produced the largest single-bar move of 3.8%, illustrating how policy-driven volatility can generate sudden dislocation that challenges even disciplined position management.
The scenario presents 25 decision points, with 9 classified as critical, demanding that participants calibrate entry, exit, and sizing under sustained uncertainty. This replay sharpens the ability to separate noise from signal, manage volatility without emotional overreaction, and recognize that in policy-driven markets, probabilistic thinking and defined risk parameters matter more than directional conviction.
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