Policy · Bovespa Index (2015)
Step into the heart of Brazil's 2015–2016 market collapse, where the Bovespa plunged 26.7% over 144 turbulent daily sessions. Replay each authentic trading day, navigate 25 policy-driven decision points, and receive an AI coach review of your simulated capital choices.
144 daily bars · 25 decision points · 2015-06 to 2016-01 · Stocks
Key facts
This window spans 212 days with a peak-to-trough drawdown of 28.2% and a 12.2% run-up.
- Max drawdown
- −28.2%
- Max run-up
- +12.2%
- Duration
- 212 days
- Largest single-day move
- +4.8%
- 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
The Bovespa Index stood at the center of Brazil's most severe market stress since the 2010s. The period from June 15, 2015 to January 13, 2016 captures a defining moment when the country's economic model faced simultaneous pressures from commodity collapse, political scandal, and aggressive monetary tightening. Investors and policymakers alike confronted fundamental questions about capital allocation, risk tolerance, and the limits of conventional market wisdom during systemic instability.
The numbers tell a stark story. Over 144 daily trading sessions, the index retreated from 53138 to 38944, a cumulative loss of -26.7%. The maximum drawdown reached 28.2%, while the largest single-bar move measured 4.8%. These figures reflect not a single catastrophic event but rather the grinding erosion of confidence across seven months of persistent decline. Participants faced 25 decision points throughout this period, with 9 deemed critical enough to potentially determine longer-term portfolio outcomes.
The replay demands more than reactive adjustments. It requires participants to confront the psychological weight of sustained losses, the challenge of distinguishing signal from noise in policy announcements, and the discipline to maintain process fidelity when headlines suggest capitulation. The scenario strips away the comfort of hindsight, forcing genuine engagement with uncertainty. Success is not measured by avoiding losses but by developing the judgment and emotional resilience necessary to navigate environments where conventional approaches fail.