Collapse · Nikkei 225 Index (2007)
Japan's Nikkei 225 slid 13.1% between April and November 2007 as early subprime contagion rattled global equities. Replay each daily bar, navigate 26 decision points, and receive an AI coach review of your historical reactions — simulated capital, educational use only.
150 daily bars · 26 decision points · 2007-04 to 2007-11 · Stocks
Key facts
This window spans 220 days with a peak-to-trough drawdown of 16.8% and a 14.3% run-up.
- Max drawdown
- −16.8%
- Max run-up
- +14.3%
- Duration
- 220 days
- Largest single-day move
- −5.4%
- Bars
- 150 Daily bars
- Decision points
- 26
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 the spring of 2007, Japan's benchmark equity index stood at levels not seen since the early years of the decade. The Nikkei 225 hovered near 17484.78 as investors worldwide remained largely unaware that the American subprime mortgage crisis, then in its early stages, would soon send shockwaves across global markets. For traders and investors in Japanese equities, the period between April and November represented an unfolding test of conviction, capital preservation, and the ability to read systemic risk signals that most participants initially dismissed as contained to a distant corner of the U.S. housing market.
Between April 6 and November 12, the Nikkei 225 retreated 13.1% to close at 15197.09, a decline that unfolded over 150 trading days. The journey was far from linear: the index experienced a maximum drawdown of 16.8% from peak to trough, with a single session delivering a jarring 5.4% move. Across this turbulent span, traders faced 26 decision points—nine of them critical inflection moments where positioning, risk sizing, or emotional discipline made the difference between compounding losses or limiting damage. The volatility was not a single event but a grinding erosion punctuated by sharp intraday shocks.
This replay session strips away hindsight to confront the real challenge: navigating ambiguity with an incomplete picture. Participants must practice sizing positions when trend signals conflict, managing fear during multi-week drawdowns, and resisting the urge to act on headlines rather than price action. The value lies not in predicting the next crisis but in sharpening the decision process—position management, emotional control, and risk calibration—when uncertainty is the only certainty. Simulated capital creates the conditions for honest reflection without financial consequence.