Boom · Straits Times Index (2006)
Ride the late-2006 Straits Times rally from June 2006 to January 2007 as the index climbs 30.4% to 3087.74. Replay each of the 26 daily decision points, respond to volatility events, and receive AI coach feedback in this simulated training environment.
150 daily bars · 26 decision points · 2006-06 to 2007-01 · Stocks
Key facts
This window spans 214 days with a peak-to-trough drawdown of 5.2% and a 35.8% run-up.
- Max drawdown
- −5.2%
- Max run-up
- +35.8%
- Duration
- 214 days
- Largest single-day move
- +2.4%
- 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
- Bubble · Straits Times Index (2007)2006 · Lv.3
- Bubble · Straits Times Index (2006)2006 · Lv.1
- Boom · Straits Times Index (2005)2004 · Lv.2
- Boom · Straits Times Index (2004)2003 · Lv.2
- 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 in mid-2006 sat at the tail end of a multi-year global equity boom, with Asian markets riding a wave of regional economic expansion and easy liquidity conditions. The period from June 2006 through January 2007 represented a textbook late-cycle rally—one where optimism ran high but the macroeconomic backdrop carried subtle policy uncertainties. For traders and investors, the stakes were clear: capture meaningful upside while managing the psychological pressure of a market that could reverse sharply on any policy surprise.
Over those 150 trading days, the STI advanced from 2367.94 to 3087.74, delivering a 30.4% return that tested participants on nearly every dimension. The largest single-day move of 2.4% and a maximum drawdown of 5.2% meant that even within a strong trend, sudden reversals demanded disciplined position management. Across 26 decision points—9 deemed critical—replay participants faced repeated choices about entry timing, risk sizing, and whether to hold through volatility spikes that could easily shake weaker hands.
This replay teaches that a bull market is not a permission slip for carelessness; it is a laboratory for sharpening process and emotional control. The 5.2% peak-to-trough pullback reminds us that even favorable trends extract their toll, and the discipline to maintain conviction without overextending is what separates learning from luck. For decision trainers, the 9 critical junctures offer concentrated moments to examine judgment under uncertainty—where preparation, risk calibration, and psychological resilience are revealed.
Featured in the archive