War · Straits Times Index (2017)
Between April and November 2017, the Straits Times Index climbed 7.5% amid Korean Peninsula tensions that drove a 4.3% drawdown. Replay 144 daily bars, face 25 decision points, and receive an AI coach review in this simulated market-training scenario.
144 daily bars · 25 decision points · 2017-04 to 2017-11 · Stocks
Key facts
This window spans 210 days with a peak-to-trough drawdown of 4.3% and a 9.2% run-up.
- Max drawdown
- −4.3%
- Max run-up
- +9.2%
- Duration
- 210 days
- Largest single-day move
- +1.6%
- 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.
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- Crisis · Straits Times Index (2018)2018 · Lv.2
- Commodity Shock · Straits Times Index (2018)2018 · Lv.2
Event Replay
What happened — and what it teaches
The Straits Times Index entered a turbulent six-month stretch from April to November 2017. Geopolitical risk dominated headlines as Korean Peninsula tensions escalated, with North Korean missile tests and nuclear provocations creating uncertainty across Asian markets. Singapore's benchmark index, tracking 30 of the city's largest listed companies, would face repeated shocks that tested investor conviction and risk discipline throughout the period.
The STI ultimately delivered a 7.5% gain, rising from 3174.75 to 3413.1 across 144 daily bars. Yet the journey proved volatile: the index experienced a maximum drawdown of 4.3% as tensions flared and subsided in cycles. The largest single-bar move of 1.6% captured moments when headlines shifted market sentiment sharply within a single session. Navigating these swings required participants to process 25 decision points, with 9 deemed critical moments that demanded clear risk responses.
This scenario distills several lessons for decision training. First, process matters more than prediction: no one could reliably forecast how geopolitical crises would unfold, yet disciplined position sizing and predefined exit strategies preserved capital through drawdowns. Second, risk management becomes paramount when headline risk dominates markets—a 4.3% maximum drawdown is survivable with stops, catastrophic without them. Third, psychology is the ultimate edge: maintaining composure when markets swing 1.6% on missile test news separates trained decision-makers from reactive ones. This replay trains participants to separate signal from noise and act on process rather than panic.