Collapse · Straits Times Index (2002)
Replay the Straits Times Index from June 2002 through January 2003 as it fell 16.3% to 1386.05. Step through 150 daily bars, tackle 9 critical decision points, and receive an AI coach review of your simulated calls.
150 daily bars · 26 decision points · 2002-06 to 2003-01 · Stocks
Key facts
This window spans 216 days with a peak-to-trough drawdown of 20.4% and a 10.1% run-up.
- Max drawdown
- −20.4%
- Max run-up
- +10.1%
- Duration
- 216 days
- Largest single-day move
- +3.7%
- 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 mid-2002, Singapore's Straits Times Index stood at the crossroads of a fragile post-boom recovery. The market had lived through the dotcom wreckage and was now wrestling with wavering corporate earnings, subdued regional demand, and the first whispers of what would become the SARS outbreak in 2003. For traders and investors, the environment demanded constant recalibration between staying exposed to a potential rebound and protecting capital from an unconfirmed downtrend. This 150-day replay captures exactly that tension.
The index closed at 1656.56 on June 11, 2002, and finished at 1386.05 by mid-January 2003—a decline of 16.3%. The journey was anything but linear. The maximum drawdown reached 20.4%, meaning paper losses at certain points far exceeded the final tally. The largest single-bar move hit 3.7%, underscoring how quickly sentiment could swing. Across the 150 daily bars, 26 decision points emerged, of which 9 were flagged as critical—moments where a position's outcome could diverge sharply depending on the call made.
Navigating this scenario trains three core competencies. First, process: adhering to entry and exit rules prevents reactive selling at the bottom or chasing a false breakout. Second, risk management: a 20.4% drawdown tests position sizing and stop-discipline in a way that abstract learning cannot replicate. Third, psychology: nine critical junctures mean repeated exposure to uncertainty, building the composure needed to act on analysis rather than fear. This replay is a laboratory for those habits.