Policy · Straits Times Index (2015)
Replay 144 trading days from December 2014 to July 2015 as the Straits Times Index navigated a 7.3% drawdown around shifting monetary policy. Step through each session, tackle 25 decision points, and receive an AI coach review in this simulated educational environment.
144 daily bars · 25 decision points · 2014-12 to 2015-07 · Stocks
Key facts
This window spans 214 days with a peak-to-trough drawdown of 7.3% and a 10.1% run-up.
- Max drawdown
- −7.3%
- Max run-up
- +10.1%
- Duration
- 214 days
- Largest single-day move
- −2.4%
- 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
By December 2014 the Monetary Authority of Singapore was widely expected to adjust its exchange rate stance, casting a shadow over the city-state's equity market. The Straits Times Index, concentrated in financials and property, faced a policy inflection point that could shift capital flows across Southeast Asia. This replay spans 144 trading days from December 5, 2014 to July 7, 2015, placing traders inside that uncertainty with 25 decision points, 9 of them critical junctures.
The headline outcome was deceptive calm: the index closed essentially flat, rising just 0.5% from 3324.39 to 3340.93. Beneath that stability lay a 7.3% maximum drawdown and the jarring experience of a single session delivering a 2.4% move. For investors caught in the wrong direction at the wrong moment, that volatility proved punishing; for those managing risk actively, it represented the defining challenge of the period.
This replay trains decision-makers to size positions before announcements when conviction is highest and fear is lowest. It reinforces that a 7.3% drawdown is survivable with process discipline, but catastrophic if it forces sales at the bottom. It teaches that flat endpoint prices can mask violent internal swings, and that remaining engaged through volatility—rather than retreating—distinguishes trained judgment from reactive panic. Navigating 25 points across genuine uncertainty builds the calibrated composure that markets demand.