War · S&P 500 Index (2020)
Replay the S&P 500 from August 22, 2019 to March 18, 2020 across 144 daily bars, watching the index plunge 18.0% as war tensions peak. Step through 25 decision points—including 9 critical ones—receive an AI coach review, and learn how policy shocks and volatility reshape portfolios in this simulated, educational walkthrough.
144 daily bars · 25 decision points · 2019-08 to 2020-03 · Stocks
Key facts
This window spans 209 days with a peak-to-trough drawdown of 29.5% and a 18.9% run-up.
- Max drawdown
- −29.5%
- Max run-up
- +18.9%
- Duration
- 209 days
- Largest single-day move
- −12.0%
- 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
In August 2019, the S&P 500 hovered around 2922.95 as geopolitical storm clouds gathered over the Middle East. US-Iran tensions escalated into a full-blown policy crisis, injecting profound uncertainty into global markets. The replay spans 144 daily trading bars from August 22, 2019 to March 18, 2020, straddling the late 2010s and early 2020s—a period where policy headlines could reverse sentiment within hours. Participants enter a world where the next diplomatic tweet or military development could reshape risk appetite overnight.
The index ultimately collapsed 18.0% to 2398.1, but the journey proved far more turbulent than the final number suggests. Maximum drawdown reached a staggering 29.5%, with the largest single trading day moving an extraordinary 12.0%. Navigating this chaos required participants to survive 25 decision points, including 9 critical junctures where outcomes pivoted on rapid judgment calls. The simulated market did not fall in a straight line—it lurched, bounced, and terrified at regular intervals.
This replay teaches that process discipline matters more than prediction during policy-driven crises. The 29.5% peak-to-trough decline and those wild single-day swings expose how geopolitical shocks attack both analytical frameworks and emotional equilibrium. Participants learn to separate signal from noise, resist reactive selling at market bottoms, and recognize that volatility itself becomes a decision variable. The educational value lies not in hindsight glory but in building the psychological resilience and structured thinking required when policy uncertainty makes the rational path anything but clear.