Boom · Nikkei 225 Index (2015)
Replay 144 daily bars of the Nikkei 225 from December 2014 through July 2015 as it climbed 10.7% to 19855.5. Step through each session, tackle 25 decision points including 9 critical ones, and receive an AI coach review of your simulated choices.
144 daily bars · 25 decision points · 2014-12 to 2015-07 · Stocks
Key facts
This window spans 213 days with a peak-to-trough drawdown of 6.6% and a 24.5% run-up.
- Max drawdown
- −6.6%
- Max run-up
- +24.5%
- Duration
- 213 days
- Largest single-day move
- −3.1%
- 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
In late 2014 the Nikkei 225 stood at the threshold of a sustained advance, with Japanese monetary policy still the primary catalyst shaping sentiment. The seven-month window from December 2014 through July 2015 captured a period where every central bank utterance could shift the index by 3.1% in a single session, demanding that participants maintain vigilance across 144 trading days. The stakes were clear: navigate a market driven by policy signals without losing discipline when short-term volatility tested resolve.
From an opening close of 17935.64 in early December, the index climbed to 19855.5 by early July—a 10.7% gain that on the surface appears straightforward. Yet the path was anything but linear, featuring a maximum drawdown of 6.6% that would have shaken confidence in any trending strategy. This scenario presents 25 decision points, 9 of them critical, where participants had to choose between holding positions through turbulence or reacting to every wobble. The tension between riding a clear directional bias and respecting risk parameters defined the period.
The educational value lies in confronting the psychology of trend-following under uncertainty. A 10.7% return materializes cleanly in hindsight; in real time it requires tolerating a 6.6% interim setback, absorbing single-day moves of 3.1%, and exercising judgment at every one of those 25 inflection moments. The scenario forces participants to examine whether their process would have survived the drawdown, whether they would have maintained conviction when policy noise peaked, and how they would have managed risk at the critical junctures. Success here is not about predicting direction—it is about executing a coherent approach when the market provides every reason to abandon it.