Policy · Straits Times Index (2018)
Straits Times Index slipped 6.8% from 3424.64 to 3191.82 between December 2017 and July 2018 amid shifting policy signals. Replay 144 daily bars, face 25 decision points including 9 critical ones, and get an AI coach review in a simulated, educational training environment.
144 daily bars · 25 decision points · 2017-12 to 2018-07 · Stocks
Key facts
This window spans 210 days with a peak-to-trough drawdown of 11.7% and a 8.3% run-up.
- Max drawdown
- −11.7%
- Max run-up
- +8.3%
- Duration
- 210 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
The Straits Times Index entered a turbulent phase from December 2017 as shifting policy signals from Singapore's Monetary Authority created uncertainty across the financial sector. With 144 trading days ahead, participants faced a market where policy expectations swung between tightening and pause, testing the ability to interpret official communications against a backdrop of global trade tensions. The scenario captures a period where Singapore's financial markets were particularly sensitive to every policy hint.
The index declined 6.8% from 3424.64 to 3191.82, with a maximum drawdown of 11.7% testing portfolio defenses. The largest single-bar move of 2.2% on key days showed how quickly sentiment could reverse on policy surprises. Across the period, 25 decision points emerged including 9 critical moments where positioning would diverge sharply between success and setback.
This replay sharpens the ability to act on incomplete policy information under time pressure, a skill directly applicable when central bank communications are ambiguous. The 11.7% drawdown disciplines the practice of sizing positions relative to known volatility, while the 2.2% shock days remind traders that policy events compress normal price discovery into single sessions. The experience cultivates the psychological resilience needed to hold disciplined process when headlines scream panic or euphoria, turning policy risk into a structured training ground rather than a random threat.