SET Uptrend Replay (2016-01-01 to 2018-01-01)
Replay Thailand's SET index climbing 28.8% across a two-year daily journey shaped by boom-era volatility. Step through each decision point in this simulated historical scenario, then receive an AI coach review of your calls.
50 daily bars · 9 decision points · 2014-12 to 2019-01 · Stocks
Key facts
This window spans 1492 days with a peak-to-trough drawdown of 14.0% and a 52.9% run-up.
- Max drawdown
- −14.0%
- Max run-up
- +52.9%
- Duration
- 1492 days
- Largest single-day move
- +9.7%
- Bars
- 50 Daily bars
- Decision points
- 9
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 scene opens on Thailand's SET index at the start of 2016, an investor standing at the threshold of a multi-year uptrend in one of Southeast Asia's most dynamic markets. The core challenge here is navigating a sustained advance marked by boom-era volatility. Across the 2010s, specifically from 2016 through 2018, traders faced a market that rewarded long positioning yet demanded disciplined risk management. With nine decision points embedded across fifty daily bars, participants must prove their ability to stay the course while remaining responsive to the market's internal rhythms.
The data reveals a market that climbed from a closing price of 2082.59 to 2681.5, delivering a net gain of 28.8% to those who held through the journey. However, the path was far from linear—a maximum drawdown of 14.0% tested conviction at multiple stages, while a single-day surge of 9.7% introduced moments of both opportunity and peril. Three of the nine decision points were classified as critical, meaning they represented inflection moments where directional conviction could have been significantly rewarded or punished.
This replay ultimately measures something beyond profitability. It examines how traders calibrate position sizing against drawdown tolerance, how they interpret single-bar volatility spikes without abandoning long-term thesis, and how they structure their decision-making to remain consistent when the market's noise threatens to overwhelm signal. The boom-era context provides a laboratory for testing discipline under conditions where directional bias is correct but timing and volatility management determine whether that correctness translates into meaningful performance.