Boom · Nikkei 225 Index (2009)
Replay 150 days of post-crisis recovery as the Nikkei 225 climbs 10.5% from 8857.93 to 9791.18 between April and November 2009. Step through daily bars, face 26 decision points including 9 critical ones, and receive an AI coach review of your simulated choices.
150 daily bars · 26 decision points · 2009-04 to 2009-11 · Stocks
Key facts
This window spans 224 days with a peak-to-trough drawdown of 10.7% and a 25.3% run-up.
- Max drawdown
- −10.7%
- Max run-up
- +25.3%
- Duration
- 224 days
- Largest single-day move
- +4.5%
- 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
The Nikkei 225 in April 2009 was navigating the uncertain aftermath of global financial turmoil. With central banks deploying unconventional monetary tools and governments crafting stimulus packages, equity markets worldwide faced a fundamental question: had the worst passed, or was another leg down coming? This replay drops participants into 150 daily bars spanning April 6 to November 16, 2009, immersing them in the day-to-day pressure of a market searching for direction.
The index rose from 8857.93 to 9791.18, delivering a 10.5% gain over roughly seven months. Yet the headline number conceals a far messier reality. The maximum drawdown hit 10.7%, meaning portfolios could briefly show losses larger than the ultimate gain before recovering. Single-day moves of 4.5% tested emotional discipline, while 26 decision points—including 9 critical ones—forced concrete positioning choices throughout the period.
This scenario sharpens three core competencies. First, process over prediction: with policy outcomes unknowable, disciplined risk management mattered more than forecast accuracy. Second, drawdown literacy: enduring a 10.7% temporary loss while staying aligned with a thesis separates skilled practitioners from panic sellers. Third, psychological resilience: navigating 9 critical nodes without flinching at 4.5% single-day swings builds the emotional capital necessary for sustained performance. The lesson is not that recovery trades are easy, but that they demand structured decision-making under persistent uncertainty.