Crisis · Nikkei 225 Index (2011)
Re-live 144 turbulent trading days of the Nikkei 225 from November 2010 to June 2011, absorbing a 20.7% drawdown. You make 25 decisions across 9 critical junctures and receive an AI coach review of each move, in a simulated educational replay of an extraordinary policy-driven period.
144 daily bars · 25 decision points · 2010-11 to 2011-06 · Stocks
Key facts
This window spans 217 days with a peak-to-trough drawdown of 20.7% and a 18.6% run-up.
- Max drawdown
- −20.7%
- Max run-up
- +18.6%
- Duration
- 217 days
- Largest single-day move
- −10.6%
- 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
The Nikkei 225 entered November 2010 at 9,154.72 points, poised at the intersection of economic recovery hopes and lingering post-crisis fragility. The 144 trading days through June 2011 would unfold against a backdrop of policy uncertainty and geopolitical tension, with Japan's market unusually sensitive to shifts in monetary direction and external risk sentiment. Investors navigating this period faced the challenge of calibrating exposure when conventional signals were obscured by extraordinary circumstances.
The headline net outcome—a modest 2.5% advance to 9,380.35—belies the turbulence required to achieve it. Between those endpoints, the index endured a maximum drawdown of 20.7%, while the largest single session delivered a 10.6% swing. This gap between headline returns and lived experience captures the essence of crisis-era trading: the journey proved far more treacherous than the destination suggested.
This replay offers 25 decision points across 9 critical junctures, demanding that participants practice disciplined risk management under sustained uncertainty. The scenario trains participants to distinguish between noise and signal, to manage position sizing through drawdown periods, and to recognize when policy shifts warrant tactical adjustments. Success here is measured not by predicting the next headline, but by maintaining process integrity when the market's path becomes erratic.