Policy · Nikkei 225 Index (2016)
A surprise negative-rate policy decision shook the Nikkei 225 across 144 daily bars from October 2015 to May 2016, with a 25.3% maximum drawdown. Replay each session day-by-day, face 25 decision points, and receive an AI coach review in this simulated training environment.
144 daily bars · 25 decision points · 2015-10 to 2016-05 · Stocks
Key facts
This window spans 218 days with a peak-to-trough drawdown of 25.3% and a 17.5% run-up.
- Max drawdown
- −25.3%
- Max run-up
- +17.5%
- Duration
- 218 days
- Largest single-day move
- +7.2%
- 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 a turbulent chapter in October 2015 as Bank of Japan policymakers weighed an unprecedented step: the adoption of negative interest rates. For six months spanning 2015-10-06 to 2016-05-11, traders and investors navigated a landscape where conventional monetary policy assumptions were being challenged. The 144 trading days that followed would test the resolve of anyone attempting to position themselves across this historically significant period.
The index closed the period at 16579.01, down 8.8% from its 18186.1 opening, with a maximum drawdown of 25.3% and a single-day swing of 7.2% that underscored the volatility of the moment. These numbers capture a market caught between deflationary pressures and experimental monetary policy, with each trading session potentially bringing fresh surprises from policymakers whose communications often moved markets more than economic data.
This replay offers a laboratory for testing how decision processes hold up when policy uncertainty dominates. Across 25 decision points, including 9 critical junctures, participants must practice sizing positions before volatility spikes and maintaining discipline when conventional analysis fails. The lesson is not about predicting central bank actions but about building resilient approaches that account for tail risk and emotional reactions to sudden market dislocations.