Commodity Shock · Straits Times Index (2018)
Between May and December 2018, the Straits Times Index slipped from 3570.17 to 3155.92 amid commodity and policy turbulence. Replay each daily bar, navigate 25 decision points, and receive an AI coach debrief in this simulated training environment.
144 daily bars · 25 decision points · 2018-05 to 2018-12 · Stocks
Key facts
This window spans 208 days with a peak-to-trough drawdown of 16.9% and a 7.6% run-up.
- Max drawdown
- −16.9%
- Max run-up
- +7.6%
- Duration
- 208 days
- Largest single-day move
- −2.7%
- 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 May 2018 navigating a turbulent intersection of commodity price swings and evolving policy uncertainty across the Asia-Pacific region. With global trade tensions building momentum and raw material markets experiencing elevated volatility, the benchmark faced a test of resilience through 144 daily bars of historical price action between May 11 and December 5. The scenario places participants at 25 decision points—9 flagged as critical—amid a period when conventional assumptions about market stability were being challenged.
The index declined from 3570.17 to 3155.92, translating to an 11.6% retreat over the measurement window. The journey proved rougher than the headline figure suggests, with maximum drawdown reaching 16.9% at various stages. Single trading days occasionally delivered moves of 2.7%, creating moments when emotional discipline faced genuine stress tests and when hasty decisions could compound losses rapidly.
This replay emphasizes process over prediction. The sequence teaches that drawdowns exceeding initial expectations require systematic position management rather than reactive adjustments. Navigating the 9 critical junctures demonstrates the difference between maintaining a disciplined approach and abandoning strategy under pressure. Participants learn to recognize when volatility becomes a psychological trap rather than an informational signal, and to calibrate risk parameters without being swayed by narrative shifts that often accompany market stress periods.