Commodity Shock · Straits Times Index (2020)
The Straits Times Index plunged 22.3% from 3229.43 to 2510.75 between November 2019 and May 2020, shaking Singapore equities through a commodity-driven volatility storm. Replay each trading day step by step, face 25 decision points with an AI coach review, and sharpen your policy-era risk instincts in a fully simulated, educational environment.
144 daily bars · 25 decision points · 2019-11 to 2020-05 · Stocks
Key facts
This window spans 210 days with a peak-to-trough drawdown of 32.0% and a 18.0% run-up.
- Max drawdown
- −32.0%
- Max run-up
- +18.0%
- Duration
- 210 days
- Largest single-day move
- −7.4%
- 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 November 2019 as a barometer of Southeast Asian economic health, but the months ahead would test every assumption about regional market resilience. As 2020 unfolded, a perfect storm of commodity shocks and policy uncertainty converged on Singapore equities, transforming routine trading into high-stakes decision-making. This 144-day journey through 25 decision points captures the tension between data and instinct during one of the region's most turbulent periods.
By late May 2020, the index had fallen 22.3% from 3229.43 to 2510.75, with a maximum drawdown of 32.0% testing the resolve of even seasoned investors. The largest single-day swing of 7.4% punctuated weeks of grinding volatility, creating moments where rational analysis competed with emotional pressure. Nine of those twenty-five decisions arrived at critical junctures that separated well-prepared participants from those caught unprepared by the speed of events.
The real educational value lies not in predicting the next crisis but in developing the decision-making framework to respond when uncertainty peaks. This replay trains participants to recognize that commodity-driven volatility follows different rules than ordinary corrections, requiring disciplined position sizing and clear pre-commitment to exit conditions. Working through authentic historical data bars, decision-makers practice calibrating risk tolerance against realistic drawdown scenarios, building the psychological resilience needed when markets move 7.4% in a single session. The goal is not to forecast the future but to sharpen the process that serves you regardless of which direction prices move.