Regulation · Straits Times Index (2023)
Replay the Straits Times Index through a volatile 7.8% drawdown period from December 2022 to July 2023. Step through 144 daily bars, face 9 critical policy-driven decision points, and receive an AI coach review of your simulated choices.
144 daily bars · 25 decision points · 2022-12 to 2023-07 · Stocks
Key facts
This window spans 211 days with a peak-to-trough drawdown of 7.8% and a 6.2% run-up.
- Max drawdown
- −7.8%
- Max run-up
- +6.2%
- Duration
- 211 days
- Largest single-day move
- +1.8%
- 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
In late 2022, the Straits Times Index entered a period defined by policy uncertainty and shifting market sentiment. The 144 trading days from December 8, 2022 to July 7, 2023 tested investors navigating the Singapore equity market through a time when regulatory themes dominated headlines. For participants in this replay, understanding the stakes meant recognizing that policy-driven volatility can create cascading effects across sectors even when headline index movements appear modest.
The index closed the period at 3139.47, down 3.0% from its starting level of 3236.08. This seemingly contained decline, however, masked a more turbulent internal journey: the maximum drawdown reached 7.8% at its worst point, while the largest single trading day saw a 1.8% swing. Across the seven-month window, traders faced 25 decision points, nine of which were deemed critical. These moments demanded repeated reassessment of positions and risk tolerance as the market oscillated between recovery attempts and renewed pressure.
This replay hones the ability to manage risk under uncertainty rather than chase directional certainty. The gap between headline loss and actual volatility exposure teaches that drawdown management and position sizing matter more than directional accuracy alone. Facing critical decision points without hindsight bias trains emotional discipline, forcing participants to act on incomplete information as real-world market participants must. The goal is developing a repeatable process that survives periods of policy-driven noise without abandoning sound risk principles.