Nikkei 225 Uptrend Replay (2000-11-22 to 2000-12-13)
Replay Nikkei 225 daily bars from late 2000 and navigate a 10.4% decline with 3 critical decision points. Step through each session, make your choices, and receive an AI coach review in this simulated educational market-training environment.
30 daily bars · 7 decision points · 2000-11 to 2000-12 · Stocks
Key facts
This window spans 42 days with a peak-to-trough drawdown of 11.5% and a 6.1% run-up.
- Max drawdown
- −11.5%
- Max run-up
- +6.1%
- Duration
- 42 days
- Largest single-day move
- −3.5%
- Bars
- 30 Daily bars
- Decision points
- 7
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 Nikkei 225 in late 2000 presented investors with a stark test of discipline during a period of sustained pressure. As the index began its recorded run on November 10, 2000, participants faced a market already shaken by the implosion of the technology bubble and a global economic slowdown. With 30 daily bars stretching through mid-December, this scenario captures a market environment where sentiment was fragile and directional conviction was being severely punished. Seven decision points were embedded within this period, three of them flagged as critical moments where positioning choices carried amplified consequence for portfolio outcomes.
What unfolded was a decline of 10.4% from the opening close of 14988.54 down to 13427.08. The market did not fall in a straight line, but the aggregate damage was substantial. Maximum drawdown reached 11.5%, meaning peak-to-trough losses briefly exceeded the final net loss. The largest single daily move hit 3.5%, a reminder that volatile sessions can deliver outsized shocks within otherwise gradual trends. Navigating this environment required not just directional awareness but an understanding of how intraday volatility and drawdown accumulation interact.
This replay teaches that process matters more than prediction when markets trend against you. The three critical decision points in this scenario were designed to force participants to confront sizing, exit timing, and the psychological pull to average down or hold losing positions. Managing a maximum drawdown of 11.5% without abandoning a sound framework is the core skill being exercised. The educational value lies in experiencing the emotional weight of watching losses accumulate while maintaining the analytical detachment needed to execute a coherent strategy. Historical market data serves here as a laboratory for building that discipline without real capital at risk.