Boom · Straits Times Index (2005)
Replay the Straits Times Index from late December 2004, watching the index climb 14.4% across 150 daily bars. Make your own calls at 26 decision points, then review each move with the AI coach in a fully simulated environment.
150 daily bars · 26 decision points · 2004-12 to 2005-07 · Stocks
Key facts
This window spans 217 days with a peak-to-trough drawdown of 3.5% and a 14.7% run-up.
- Max drawdown
- −3.5%
- Max run-up
- +14.7%
- Duration
- 217 days
- Largest single-day move
- +2.0%
- 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
The Straits Times Index in late December 2004 sat at the threshold of what would become a sustained ascent through the first half of 2005. As one of the marquee equity benchmarks in Southeast Asia, the STI reflected the broader momentum of regional markets riding commodity and shipping tailwinds. For participants replaying this era, the central question was straightforward: how would you navigate an index climbing steadily through a period of relative calm? The environment offered no dramatic crashes to panic through, but rather required calibrated judgment across every segment of the journey.
Over the next 150 trading days, the index advanced from 2055.56 to 2352.56, delivering a net return of 14.4%. The journey was notably smooth by historical standards, with a maximum drawdown of just 3.5% and a largest single-bar move of only 2.0%. These modest volatility figures concealed the texture of the actual trading experience, however. Within that span lay 26 decision points, of which 9 were flagged as critical moments where directional conviction was most tested. Each of those junctures demanded a view, and the compounding effect of those judgments shaped whether a participant captured, exceeded, or fell short of the headline return.
This scenario distills several lessons for decision training. First, steady markets reward process over prophecy; the temptation to overtrade during calm periods must be consciously resisted. Second, even a gentle 3.5% maximum drawdown requires active risk framing, since it may arrive at unexpected moments. Third, the presence of 9 critical decision points within an otherwise tranquil 150-bar run underscores that conviction must be earned continuously rather than assumed from a bullish trend. Psychology matters most when the environment offers no external pressure to force discipline upon the trader.
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