Policy · Straits Times Index (2014)
Step into 144 trading days of Singapore's 2014 Straits Times Index, where the benchmark climbed 11.0% from 3017.2 to 3348.77 amid shifting policy headlines. Replay each session, tackle 25 decision points, and receive an AI coach review of your simulated choices.
144 daily bars · 25 decision points · 2014-02 to 2014-09 · Stocks
Key facts
This window spans 205 days with a peak-to-trough drawdown of 2.5% and a 11.8% run-up.
- Max drawdown
- −2.5%
- Max run-up
- +11.8%
- Duration
- 205 days
- Largest single-day move
- +1.3%
- 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
In early 2014, Singapore's Straits Times Index entered a pivotal phase as monetary policy signals from the Monetary Authority of Singapore intersected with global growth concerns. Over 144 trading days spanning February to September, market participants confronted a landscape where exchange rate policy remained the primary lever for economic management. The benchmark stood at 3017.2 points as this period commenced, with the Singapore dollar's trajectory commanding attention across trading desks. This was not merely an exercise in tracking an index—it was a test of how policy headlines translate into actionable decisions under uncertainty.
The period ultimately rewarded disciplined positioning. The STI climbed 11.0% to close at 3348.77, delivering positive returns while absorbing occasional headwinds. The maximum drawdown of 2.5% and largest single-bar move of 1.3% reflected a market that remained broadly constructive despite intraday volatility. These metrics suggest that while policy-driven noise created friction, the directional bias stayed intact for those who maintained strategic conviction.
For decision trainees, this replay distills several enduring lessons. First, policy risk demands calibrated exposure rather than reactive hedging. Second, a 2.5% drawdown tests emotional resilience even when fundamentals support the thesis. Third, the 25 decision points—9 deemed critical—illustrate that policy transitions are not single moments but evolving conversations requiring ongoing assessment. Navigating such environments rewards process discipline over prediction certainty.