Crisis · Nikkei 225 Index (2015)
Replay 144 turbulent Nikkei 225 trading days from April 10 to November 11, 2015, when the index fell 1.1% amid an 18.9% drawdown. Step through daily bars, face 25 decision points including 9 critical ones, and receive an AI coach review of your simulated choices.
144 daily bars · 25 decision points · 2015-04 to 2015-11 · Stocks
Key facts
This window spans 215 days with a peak-to-trough drawdown of 18.9% and a 16.3% run-up.
- Max drawdown
- −18.9%
- Max run-up
- +16.3%
- Duration
- 215 days
- Largest single-day move
- +7.7%
- 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
From April 10 to November 11, 2015, the Nikkei 225 entered a demanding phase as Japan's flagship equity index grappled with cross-market pressures emanating from Chinese currency and stock market turbulence. This 144-trading-day window placed investors in an environment where conventional assumptions about risk and return required constant re-examination.
Over this period the index closed at 19691.39, representing a -1.1% decline from its opening level of 19907.63. Yet the headline number obscures a far rougher reality: a maximum drawdown of 18.9% tested portfolio endurance while the largest single-day move of 7.7% created acute stress for anyone caught on the wrong side of momentum. Those tracking daily bars would have confronted whipsaw conditions that rewarded neither passive holding nor reactive trading.
This replay sharpens decision training across three dimensions. First, process discipline: navigating 25 decision points, 9 of them critical, demands consistent application of rules rather than improvisation. Second, risk calibration: the 18.9% drawdown illustrates how position sizing and stop logic determine survival in extended adverse moves. Third, psychological resilience: volatile single-day swings test emotional composure, reminding participants that execution quality often matters more than directional conviction in chaotic markets.