Policy · Nikkei 225 Index (2006)
Replay Japan's cautious exit from zero interest rates across 144 daily bars of 2006 Nikkei 225 history, where the index moved within a 19.0% drawdown band. Step through 25 decision points, including 9 critical ones, and receive an AI coach review of your simulated calls.
144 daily bars · 25 decision points · 2006-03 to 2006-10 · Stocks
Key facts
This window spans 209 days with a peak-to-trough drawdown of 19.0% and a 15.7% run-up.
- Max drawdown
- −19.0%
- Max run-up
- +15.7%
- Duration
- 209 days
- Largest single-day move
- −4.1%
- 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 Bank of Japan's gradual exit from its ultra-loose monetary policy dominated 2006 market psychology. After years of near-zero rates designed to combat deflation, the central bank faced the delicate task of normalizing policy without derailing Japan's fragile economic recovery. Investors navigated a landscape where every policy signal carried outsized significance for the Nikkei 225, as the index was tightly tethered to expectations about interest rate normalization and its potential impact on equity valuations.
The scenario spans 144 daily bars from March 10 to October 5, 2006, during which the Nikkei 225 moved from 16115.63 to 16449.33, a modest 2.1% advance. Yet this headline figure obscures a far more turbulent journey—the index experienced a maximum drawdown of 19.0% and a largest single-bar move of 4.1%, illustrating how false starts and shifting sentiment around Bank of Japan communications could produce sharp reversals. The market's tight correlation with policy expectations meant that seemingly minor developments could trigger significant volatility.
This replay offers a rigorous test of decision-making under ambiguity. With 25 decision points, including 9 marked as critical, participants must confront the challenge of acting on incomplete information while managing exposure to sudden sentiment shifts. The scenario demands disciplined risk management, as positions sized for calm markets can quickly become untenable during policy-driven drawdowns. Success requires separating signal from noise, maintaining conviction without stubbornness, and accepting that even well-reasoned calls will face periods of adverse movement before outcomes materialize.
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