Crisis · Straits Times Index (2018)
Straits Times Index fell 7.9% from 3392.51 to 3122.94 across 144 days of 2018 global selloff pressure. Replay each session, navigate 25 decision points, and receive AI coach feedback in this simulated training environment.
144 daily bars · 25 decision points · 2018-06 to 2019-01 · Stocks
Key facts
This window spans 209 days with a peak-to-trough drawdown of 12.6% and a 7.6% run-up.
- Max drawdown
- −12.6%
- Max run-up
- +7.6%
- Duration
- 209 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 (STI) serves as Singapore's benchmark equity market, representing 30 of the island's largest and most influential companies spanning banking, real estate, and commodities. By mid-2018, global markets were entering a period of synchronized selling pressure as trade tensions escalated between major economies, central banks signaled tighter monetary policy, and geopolitical uncertainties multiplied. The window from June 13, 2018 to January 8, 2019 captured a meaningful stress test for Asian markets and the regional investing community.
Across 144 daily bars, the STI fell from 3392.51 to 3122.94, a decline of -7.9%. The maximum drawdown reached 12.6%, while the largest single trading session moved 2.7%, reflecting periods of acute volatility amid the broader global selloff. This environment confronted investors with 25 distinct decision points, of which 9 were deemed critical, requiring active judgments about positioning, risk management, and market read.
This scenario offers valuable decision training through exposure to realistic market stress. Participants must navigate uncertainty without the comfort of hindsight, practicing systematic research, disciplined risk assessment, and emotional regulation. The teaching point centers on process over prediction: understanding drawdown tolerance, managing position sizing, and maintaining composure when volatility spikes. Such practice builds the psychological resilience essential for sustained performance across any market era in the 2010s.