Regulation · Straits Times Index (2020)
Replay 144 daily bars of Straits Times Index action from July 2020 to February 2021, capturing an 8.5% drawdown amid policy shifts. You step through 25 decision points, including 9 critical ones, and receive an AI coach review of each call in a simulated training environment.
144 daily bars · 25 decision points · 2020-07 to 2021-02 · Stocks
Key facts
This window spans 205 days with a peak-to-trough drawdown of 8.5% and a 24.5% run-up.
- Max drawdown
- −8.5%
- Max run-up
- +24.5%
- Duration
- 205 days
- Largest single-day move
- +3.7%
- 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 the second half of 2020 as economies tentatively reopened and fiscal stimulus circulated through markets. The seven-month window from July 2020 to February 2021 placed traders inside a period shaped by evolving policy signals and regulatory adjustments that could shift sector leadership without warning. With 144 daily bars of authentic data compressed into 25 decision points, participants faced the challenge of navigating an environment where direction could reverse on regulatory news.
Through this replay the index climbed from 2620.19 to 2905.58, delivering a net gain of 10.9%. The journey was anything but straight: an 8.5% maximum drawdown tested conviction while the largest single-day swing of 3.7% created moments demanding split-second judgment. Nine of the twenty-five decision nodes were flagged as critical, meaning the simulated calls at those junctures carried heightened consequence for portfolio trajectory.
The session cultivates disciplined process over outcome prediction. Participants practice calibrating position size against a documented peak loss of 8.5%, learning to distinguish between volatility-induced noise and regime-shifting information. Encountering the 3.7% single-bar move forces reflection on emotional regulation under pressure, a dimension that separates sustained performance from reactive trading. Each AI-coached review reinforces that reproducible decisions, not market clairvoyance, form the foundation of resilient participation.