Crash · Straits Times Index (2001)
Replay the Straits Times Index slide from December 2000 to July 2001, when the index fell 13.6% to 1688.02 across 144 daily bars. Walk through each session, make decisions at 25 historical turning points, and receive an AI coach review — simulated capital, educational only.
144 daily bars · 25 decision points · 2000-12 to 2001-07 · Stocks
Key facts
This window spans 212 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
- 212 days
- Largest single-day move
- −4.5%
- 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
The Straits Times Index entered December 2000 at a precarious moment. The dot-com implosion that had devastated U.S. tech markets was rippling across global exchanges, and Singapore's benchmark found itself navigating uncharted waters. Over the following seven months, every decision carried weight — protecting capital, maintaining exposure, or finding opportunity amid uncertainty.
The numbers tell a story of grinding decline. Across 144 daily bars from 2000-12-05 to 2001-07-05, the index fell from 1953.61 to 1688.02, a total retreat of -13.6%. Yet the headline figure understates the turbulence beneath. The maximum drawdown reached 22.2%, meaning peak-to-trough losses significantly exceeded the final settlement. Single sessions swung as much as 4.5%, creating whipsaw conditions that punished reactive trading. Participants faced 25 identifiable turning points, with 9 deemed critical junctures where positioning decisions bore outsized consequences.
This replay distills lessons in process, risk, and emotional discipline. A -13.6% outcome can arrive through orderly selling or violent capitulation — the same number conceals vastly different risk profiles. The 22.2% drawdown underscores why position sizing and stop-loss logic matter more than directional conviction. Meanwhile, the sheer frequency of critical nodes — nearly one every two weeks — argues for systematic preparation rather than improvised responses. In sustained downturns, psychology often determines survival: the gap between those who followed a defined plan and those who reacted to each 4.5% swing was probably the widest variable of all.