Collapse · Straits Times Index (2001)
Replay 150 turbulent days as the Straits Times Index slid 13.7% from 1982.34 to 1710.07 amid the post-dot-com unwind. Step through each bar, face 26 decision points including 9 critical ones, and receive an AI coach review of your choices in this simulated educational scenario.
150 daily bars · 26 decision points · 2000-11 to 2001-06 · Stocks
Key facts
This window spans 222 days with a peak-to-trough drawdown of 22.2% and a 10.9% run-up.
- Max drawdown
- −22.2%
- Max run-up
- +10.9%
- Duration
- 222 days
- Largest single-day move
- −4.5%
- 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.
Related scenarios
- Crash · Straits Times Index (2001)2000 · Lv.2
- Boom · Straits Times Index (1999)1999 · Lv.1
- Default · Straits Times Index (2001)2001 · Lv.3
- Bubble · Straits Times Index (2000)1999 · Lv.3
- War · Straits Times Index (2003)2002 · Lv.2
- Collapse · Straits Times Index (2002)2002 · Lv.3
Event Replay
What happened — and what it teaches
The Straits Times Index entered a reckoning in late 2000. After the dot-com euphoria had inflated valuations across Asia, the market faced a brutal unwind as technology-sector earnings collapsed and investor confidence evaporated. The period from November 2000 to June 2001 represented a critical test: 150 trading days of an index trying to find its footing while the post-bubble reckoning played out. For participants navigating this era, the stakes were high—portfolio destruction, forced selling, and the psychological toll of watching sustained declines.
The index fell from 1982.34 to 1710.07, a decline of 13.7%. Yet the headline figure obscures the real turbulence beneath: a maximum drawdown of 22.2% tested even the most patient holders, while the largest single-day move of 4.5% demonstrated how quickly sentiment could shift. Across these 150 daily bars, participants encountered 26 decision points, of which 9 were deemed critical—the moments where positioning, risk management, or the absence of both could dramatically alter outcomes. The 2000s decade had arrived with a harsh lesson about the price of exuberance.
This replay distills the experience into decision training. Managing risk through a 22.2% drawdown requires discipline that most frameworks only theorize about. The 26 decision points—particularly the 9 critical ones—expose how pressure erodes process: recency bias makes us overvalue recent pain, herding pulls us toward the selling, and loss aversion convinces us that exiting solves anything. The educational value lies not in predicting the bottom but in recognizing when emotion is driving choices. A systematic approach, reviewed after each bar, separates the participants who learn from this period from those who merely survived it.