Regulation · Nikkei 225 Index (2023)
Replay 144 days of Nikkei 225 trading from November 2022 through June 2023, including a 9.4% drawdown episode. You navigate 25 policy-driven decision points day by day, then receive an AI coach review of each call within this simulated educational replay.
144 daily bars · 25 decision points · 2022-11 to 2023-06 · Stocks
Key facts
This window spans 212 days with a peak-to-trough drawdown of 9.4% and a 26.4% run-up.
- Max drawdown
- −9.4%
- Max run-up
- +26.4%
- Duration
- 212 days
- Largest single-day move
- +3.0%
- 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 pivotal six-month window in November 2022, navigating 144 trading days through June 2023. This period was defined by exchange governance reform initiatives—a policy-driven landscape that created recurring inflection points for market participants. With 25 decision points embedded across the replay, including 9 flagged as critical, traders faced a structured environment where regulatory signals could shift sentiment rapidly. The Japanese equity market was transitioning from post-pandemic recovery into a new phase of structural assessment, making policy interpretation a core competency for participants in this simulation.
The index closed the period at 32265.17, climbing from an opening level of 27716.43—a net advance of 16.4%. This headline return, however, obscured a 9.4% maximum drawdown during the simulation window. The largest single-day swing reached 3.0%, reminding participants that policy-driven markets can produce sharp intraday reversals regardless of the longer-term trend. Navigating from entry to exit required absorbing volatility while maintaining conviction through the intermediate turbulence.
This replay sharpens several competencies essential for navigating policy-sensitive markets. Distinguishing between genuine regulatory implications and market overreaction requires disciplined analysis. Managing positions through a 9.4% drawdown without abandoning a sound thesis demands robust risk protocols and emotional regulation. Recognizing that 3.0% single-day swings can represent either opportunity or risk hinges on having a clear analytical framework. The 9 critical decision points function as concentrated training scenarios, pressing traders to act decisively when evidence shifts. By engaging with this historical period, participants refine both their analytical toolkit and psychological resilience for future market challenges.