Bubble · S&P 500 Index (2015)
In 2015, the S&P 500 slipped 6.1% from February to September amid policy-driven volatility. Replay 146 daily bars, navigate 25 decision points, and receive AI coach feedback in a simulated training environment.
146 daily bars · 25 decision points · 2015-02 to 2015-09 · Stocks
Key facts
This window spans 207 days with a peak-to-trough drawdown of 12.4% and a 6.5% run-up.
- Max drawdown
- −12.4%
- Max run-up
- +6.5%
- Duration
- 207 days
- Largest single-day move
- −3.9%
- Bars
- 146 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 S&P 500 entered 2015 as the central nervous system of global equity markets, yet beneath the surface calm, policy-driven volatility was beginning to stir. From February 9 to September 4, 2015, traders faced 146 daily bars of price action across a period when monetary policy signals grew increasingly ambiguous. Twenty-five decision points punctuated this span, nine of them critical junctures where directional conviction was tested. The market offered no clean narrative, only the daily grind of interpreting shifting signals against price response.
By September 4, the index closed at 1921.22, down from 2046.74 at the start—a loss of -6.1%. The journey was rougher than the endpoint suggested, with maximum drawdown reaching 12.4% and the largest single-bar move spanning 3.9%. Volatility clusters emerged unpredictably, punishing both overconfidence and hesitation in roughly equal measure. Those who mistook short-term bounces for trend reversals found themselves wrong-footed; those who ignored regime shifts entirely paid a different price.
This replay trains the core skills that separate disciplined decision-makers from reactive traders. Twenty-five choice points across 146 bars develop pattern recognition under noise. Managing through a 12.4% drawdown without abandoning process tests emotional regulation. The 3.9% single-bar shocks reveal whether position sizing accounts for tail risk. In a simulated environment with no real capital at stake, participants can examine their actual psychological defaults—and correct them before they cost anything.