Crash · Nikkei 225 Index (2024)
Replay the Nikkei 225's punishing 25.5% peak-to-trough drawdown from March through October 2024, a daily-bar market replay of a historic unwind. You step through 144 sessions, face 9 critical decision points, and receive an AI coach review of each simulated choice.
144 daily bars · 25 decision points · 2024-03 to 2024-10 · Stocks
Key facts
This window spans 213 days with a peak-to-trough drawdown of 25.5% and a 26.9% run-up.
- Max drawdown
- −25.5%
- Max run-up
- +26.9%
- Duration
- 213 days
- Largest single-day move
- −12.4%
- 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 March 2024, the Nikkei 225 Index stood near historic highs as Japan prepared for potential monetary policy shifts. The market had grown complacent after years of gradual recovery, yet hidden vulnerabilities lurked beneath the surface. Investors faced mounting uncertainty around the Bank of Japan's evolving stance and its potential ripple effects across global carry trades.
From 40888.43 to 38954.6, the index closed the period down -4.7%, yet that modest headline figure conceals the true severity of the episode. The market experienced a maximum drawdown of 25.5% from peak to trough across 144 trading sessions, with the largest single session moving an extraordinary 12.4%. Traders navigating this period encountered 25 decision points, of which 9 proved critical turning moments that separated disciplined risk management from costly emotional reactions.
This replay exposes how systemic risks can crystallize rapidly when policy expectations shift. Participants learn that drawdowns of this magnitude demand pre-defined exit strategies and position sizing that survives extended adverse moves. The psychological dimension proves equally vital: maintaining rational decision-making when accounts face multi-sigma losses separates professional traders from amateurs. This scenario trains the discipline to execute process over panic, recognizing that survival during a 25.5% drawdown preserves the optionality needed to benefit from eventual recovery.