Bubble · Straits Times Index (2006)
Replay 144 daily bars from 2006-01-11 to 2006-08-03 as the Straits Times Index navigates China-driven demand with a 14.2% drawdown. Walk through 25 decision points, including 9 critical moments, and receive an AI coach review of your simulated choices.
144 daily bars · 25 decision points · 2006-01 to 2006-08 · Stocks
Key facts
This window spans 204 days with a peak-to-trough drawdown of 14.2% and a 12.7% run-up.
- Max drawdown
- −14.2%
- Max run-up
- +12.7%
- Duration
- 204 days
- Largest single-day move
- −3.3%
- 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 first half of 2006 found Singapore's Straits Times Index operating in a world where China demand narratives were reshaping regional market sentiment. With 144 trading days stretching from January through August, the index navigated a period characterized by shifting expectations about mainland growth and its ripple effects across Southeast Asian markets. The core tension: distinguishing genuine structural demand shifts from speculative manias that could reverse sharply.
The index ultimately closed the period barely changed at 2418.65 to 2457.09, a mere 1.6% gain, yet this modest outcome obscured significant turbulence. A maximum drawdown of 14.2% tested portfolio discipline, while the largest single-day move of 3.3% demonstrated how quickly sentiment could swing. Twenty-five decision points were embedded in this span, nine of them critical moments where positioning choices carried amplified consequences. The market's inability to generate meaningful directional progress despite volatile swings captures the trap of trading range environments driven by external narratives.
For decision training, this scenario excels at exposing the gap between macro headlines and actual price behavior. Participants must practice the discipline of questioning consensus narratives, especially when they feel most compelling. The 14.2% drawdown reminds us that even justified convictions require position sizing that survives adverse phases. Process matters more than outcome here: did you define entry and exit rules before the noise began, or did you react to each swing? The nine critical decision points offer repeated opportunities to examine whether emotional responses to volatility led to poorly timed entries and exits. This is a scenario about surviving false signals and maintaining conviction in your methodology when the market offers no clear directional reward.
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