Policy · Straits Times Index (2024)
Replay the Straits Times Index across a 144-day stretch where the close climbed from 3110.73 to 3404.47 despite policy headlines. Make decisions bar by bar, weigh 9 critical policy moments, and receive an AI coach review in a fully simulated educational replay.
144 daily bars · 25 decision points · 2023-12 to 2024-07 · Stocks
Key facts
This window spans 213 days with a peak-to-trough drawdown of 4.2% and a 11.3% run-up.
- Max drawdown
- −4.2%
- Max run-up
- +11.3%
- Duration
- 213 days
- Largest single-day move
- +1.5%
- 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 a seven-month policy crucible as Singapore's monetary authorities navigated post-pandemic normalization. Between December 2023 and July 2024, the market confronted a landscape where regulatory signals arrived in waves, each one capable of tilting sentiment across financial, property and banking sectors. Participants in this replay faced the central question that haunts every policy-sensitive market: how does one position for moves that can reverse on a single headline?
The index ultimately climbed from 3110.73 to 3404.47, delivering a 9.4% return over 144 trading days. The journey was anything but straight. A maximum drawdown of 4.2% tested conviction at several points, while the largest single-bar move of 1.5% reminded traders that policy surprises can compress significant price action into a single session. The 25 decision points embedded throughout the replay—including 9 marked as critical—forced participants to choose between reacting to headlines and maintaining strategic discipline.
This scenario strips away the comfort of hindsight to expose how policy uncertainty reshapes risk calculus. The 4.2% peak-to-trough decline, unremarkable in isolation, becomes psychologically demanding when layered across multiple consecutive bars with no clear catalyst for recovery. The replay teaches that process matters more than prediction: establishing entry and exit rules before policy events unfold, sizing positions to survive drawdowns without triggering premature exits, and recognizing that the 1.5% single-day shocks are noise unless they confirm a structural shift in the rate or regulatory outlook. Emotional discipline, not market timing, determines who navigates policy markets successfully.