Inflation · S&P 500 Index (1979)
Replay 150 daily bars of the S&P 500 from January 2 to August 4, 1980, charting a 14.4% rise amid a 17.1% drawdown. Step through 26 policy-driven decision points across this simulated, educational crisis and receive an AI coach review of each call.
150 daily bars · 26 decision points · 1980-01 to 1980-08 · Stocks
Key facts
This window spans 215 days with a peak-to-trough drawdown of 17.1% and a 24.7% run-up.
- Max drawdown
- −17.1%
- Max run-up
- +24.7%
- Duration
- 215 days
- Largest single-day move
- +3.6%
- Bars
- 150 Daily bars
- Decision points
- 26
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 early 1980, the S&P 500 entered a period defined by the Federal Reserve's aggressive battle against double-digit inflation. The context was the 1980s era of monetary tightening, with interest rates surging to historic highs under Paul Volcker's leadership. Equity investors faced a landscape where policy shifts could violently reprice risk assets overnight, making traditional buy-and-hold assumptions dangerously inadequate. The stakes were high: navigating an environment where the line between fighting inflation and triggering a recession remained terrifyingly unclear.
From January 2 to August 4, 1980, the index traversed 150 daily bars, climbing from 105.76 to 120.98 for a 14.4% gain. Yet this headline number concealed a turbulent journey. The maximum drawdown reached 17.1%, meaning investors who mistimed entries faced substantial losses before recovering. The largest single-bar move of 3.6% signaled days when policy headlines or economic data sent shockwaves through markets. Across this span, traders confronted 26 decision points, of which 9 were critical junctures where positioning choices carried outsized consequences.
This replay trains participants to recognize that policy-driven volatility demands disciplined risk management and emotional control. The lesson is not about predicting Fed announcements but about building processes that survive drawdowns without forced selling. Traders learn to size positions knowing a 17.1% pullback is plausible, and to stay psychologically stable when a single session moves 3.6% against them. Ultimately, the scenario teaches that surviving volatile periods requires flexible plans, not confident predictions.