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Policy · Straits Times Index (2024)

StocksSTISGPolicy2024-03 to 2024-10Difficulty 2/5FreeView charts

Straits Times Index policy shocks in 2024 tested investors across 144 trading days, with a peak single-bar swing of 4.1%. Replay each session, face 9 critical decision points, and let your AI coach review your simulated calls without risking real capital.

144K lines
25Decision points
2Difficulty
DailyGranularity

144 daily bars · 25 decision points · 2024-03 to 2024-10 · Stocks

Key facts

This window spans 209 days with a peak-to-trough drawdown of 8.6% and a 15.8% run-up.

Max drawdown
−8.6%
Max run-up
+15.8%
Duration
209 days
Largest single-day move
−4.1%
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

How to play
  1. The market advances day by day. You only see candles up to the current day — as if you were really there.

  2. At key decision points choose Buy / Trim / Exit / Hold. Each decision advances the timeline by one day.

  3. 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 defining test of investor resilience in 2024. Spanning 144 trading days from March 26 to October 21, the Singapore benchmark navigated a landscape shaped by policy uncertainty—where regulatory shifts and monetary signals could reverse sentiment within hours. This was not a passive drift but an active stress test for anyone managing capital in a market sensitive to regional policy currents.

The index rose 11.8% from 3233.33 to 3614.58 over the full period, yet that headline figure obscures the turbulence beneath. Maximum drawdown reached 8.6%, and the largest single trading day saw a 4.1% swing—moments when composure mattered as much as analysis. Across these 144 bars, traders faced 25 decision points, with 9 deemed critical junctions where positioning could determine whether volatility became loss or opportunity.

This replay teaches that process discipline survives chaos better than prediction does. When policy headlines can invert correlations overnight, rigid forecasts break down, but a repeatable risk framework—sizing positions to withstand the 8.6% trough, preserving dry powder for the 4.1% dislocation—keeps participants in the game. The psychology lesson is equally stark: at those nine critical nodes, the gap between a reactive impulse and a reasoned response was the difference between compounding stress or compounding insight.