Regulation · Nikkei 225 Index (2010)
Inside-trading reforms swept Japan's markets between July 2010 and February 2011 as the Nikkei 225 climbed 14.4% across 144 trading days. Replay each day step by step, tackle 25 decision points including 9 critical ones, and receive an AI coach review of your simulated choices.
144 daily bars · 25 decision points · 2010-07 to 2011-02 · Stocks
Key facts
This window spans 217 days with a peak-to-trough drawdown of 9.9% and a 20.5% run-up.
- Max drawdown
- −9.9%
- Max run-up
- +20.5%
- Duration
- 217 days
- Largest single-day move
- −3.6%
- 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 the summer of 2010, Japan's financial regulators launched sweeping inside-trading reforms that reshaped how markets operated. The Nikkei 225 navigated this transformation across 144 trading days, moving from 9279.65 on July 7, 2010 to 10617.83 by February 9, 2011—a climb of 14.4%. The journey proved volatile: a maximum drawdown of 9.9% tested investor nerves, while the largest single-day swing of 3.6% reminded participants that regulatory announcements can spark sudden market reactions.
Participants in this replay face 25 decision points, 9 of which are critical junctures where positioning and conviction matter most. The scenario compresses months of evolving sentiment, policy uncertainty, and risk appetite into actionable daily bars. Success requires balancing exposure during favorable trends against the discipline to cut losses when drawdowns approach threshold levels.
This historical episode sharpens three core competencies: process discipline under incomplete information, risk calibration in volatile transitional markets, and psychological resilience when volatility tests conviction. The replay format transforms abstract regulatory history into tactile decision experience, bridging academic understanding and practical market judgment.
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