Policy · Straits Times Index (2013)
Between February and September 2013, the Straits Times Index fell 8.0% across 144 trading days marked by Fed tapering fears. Replay each session step by step, tackle 9 critical decision points, and receive an AI coach review of your simulated choices.
144 daily bars · 25 decision points · 2013-02 to 2013-09 · Stocks
Key facts
This window spans 210 days with a peak-to-trough drawdown of 13.0% and a 6.6% run-up.
- Max drawdown
- −13.0%
- Max run-up
- +6.6%
- Duration
- 210 days
- Largest single-day move
- −2.5%
- 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
In early 2013, the Straits Times Index tracked a mature Southeast Asian market navigating unprecedented uncertainty. Between February and September, global investors grappled with shifting Federal Reserve policy expectations, particularly around when the U.S. central bank might begin reducing its bond-buying program. For Singapore market participants, this period tested the ability to manage regional exposure while major central bank signals sent ripples across emerging Asian markets.
The index closed the period at 3015.42, down from 3276.53, representing an 8.0% decline across 144 trading days. The journey proved more turbulent than the headline figure suggests: a maximum drawdown of 13.0% tested portfolio resilience, while the largest single-day move of 2.5% underscored the volatility inherent in policy-driven markets. Twenty-five decision points punctuated this stretch, with nine marked as critical junctures where positioning choices carried heightened consequence.
This replay trains participants to confront the psychological challenge of acting under policy uncertainty. The scenario emphasizes process discipline: assessing risk tolerance against a documented 13.0% drawdown environment, maintaining perspective when headlines amplify short-term moves, and building conviction at decision points rather than reacting impulsively. Success here is measured not by predicting Fed policy, but by executing a consistent framework when outcomes remain genuinely uncertain.
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