Crash · Straits Times Index (2018)
Across 144 daily bars ending April 25, 2018, the Straits Times Index climbed from 3,219.91 to 3,568.01 before absorbing a 7.5% drawdown. Replay each session step-by-step, navigate 25 decision points with an AI coach reviewing your choices in simulated capital only.
144 daily bars · 25 decision points · 2017-09 to 2018-04 · Stocks
Key facts
This window spans 208 days with a peak-to-trough drawdown of 7.5% and a 12.1% run-up.
- Max drawdown
- −7.5%
- Max run-up
- +12.1%
- Duration
- 208 days
- Largest single-day move
- −2.2%
- 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 the autumn of 2017, Singapore's Straits Times Index traded within a maturing bull cycle, as regional monetary policy trajectories began diverging and global trade rhetoric intensified. The period spanning September 29, 2017 through April 25, 2018 placed traders at a crossroads: equity valuations sat elevated while macroeconomic signals offered contradictory guidance. For participants navigating this stretch, the challenge was not merely directional—it was about calibrating conviction under escalating uncertainty. The STI offered a concentrated lens on Southeast Asian market dynamics during this transitional phase.
Across 144 daily bars, the index advanced from 3,219.91 to 3,568.01, delivering a 10.8% net gain—modest by bull-market standards yet earned through meaningful turbulence. The journey included a maximum drawdown of 7.5%, testing even tempered risk frameworks, while the largest single-session move of 2.2% arrived without warning. Twenty-five decision points punctuated the period, with nine deemed critical for capital preservation or opportunity capture. Navigating this landscape required traders to process evolving policy signals, manage exposure through volatility surges, and resist the inertia of early positioning.
This replay session isolates the psychological friction embedded in non-directional market phases. The 7.5% drawdown reveals how drawdowns within bull trends can feel indistinguishable from trend reversals—demanding disciplined thesis validation. The 2.2% single-bar spikes test whether traders over-adjust to noise or maintain process integrity. With nine critical junctures, participants learn that outcome quality depends less on directional accuracy than on position sizing, signal filtering, and emotional regulation through concurrent pressures.