Default · Nikkei 225 Index (2003)
Replay 144 daily bars of the 2003 Nikkei 225 from January 9 to August 6, watching the index climb 9.7% amid a 13.5% drawdown. Step through 25 decision points including 9 critical moments, make your calls, then receive an AI coach review of your simulated training run.
144 daily bars · 25 decision points · 2003-01 to 2003-08 · Stocks
Key facts
This window spans 209 days with a peak-to-trough drawdown of 13.5% and a 31.3% run-up.
- Max drawdown
- −13.5%
- Max run-up
- +31.3%
- Duration
- 209 days
- Largest single-day move
- −3.7%
- 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 early 2003, the Nikkei 225 was navigating the uncertain waters of Japan's post-bubble recovery, complicated by policy pressures on the banking sector. The Resona Bank capital rescue loomed as a critical policy event, highlighting the fragility of Japan's financial system during a delicate economic transition period. This scenario invites traders to engage with 144 daily bars of authentic market data across this volatile era.
The index closed at 8497.93 on January 9, 2003, and finished at 9323.91 by August 6, delivering a modest 9.7% gain. Beneath that surface advance lay significant turbulence: a 13.5% maximum drawdown tested portfolio resilience, while the largest single-day move of 3.7% demanded composure under pressure. Participants confronted 25 decision points, with 9 deemed critical junctures where judgment could diverge sharply from peers.
This replay sharpens decision-process awareness in a market where policy shocks and volatility intersect. The modest overall return against meaningful drawdowns illustrates why disciplined risk management and emotional equilibrium matter more than directional accuracy. Trainees learn to anchor decisions in process rather than outcome, building habits that serve across market regimes.
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