MSCI ACWI Uptrend Replay (2026-03-30 to 2026-08-13)
Replay a 150-day MSCI ACWI window where the index climbed 11.1% from 144.81 to 160.9, with a 9.7% mid-trend drawdown. Step through each bar, hit 4 critical decision points, and receive an AI coach review of your simulated choices.
150 daily bars · 11 decision points · 2026-01 to 2026-08 · Stocks
Key facts
This window spans 216 days with a peak-to-trough drawdown of 9.7% and a 21.1% run-up.
- Max drawdown
- −9.7%
- Max run-up
- +21.1%
- Duration
- 216 days
- Largest single-day move
- +3.2%
- Bars
- 150 Daily bars
- Decision points
- 11
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 MSCI ACWI index presents a 150-day decision-training window spanning 2026-01-22 to 2026-08-26, capturing 150 daily bars of global equity action during the 2020s. Participants enter an environment where the broad market is trending upward, yet uncertainty about entry timing, position sizing, and volatility management creates genuine analytical tension. The task is to navigate an authentic historical window where measured optimism must coexist with disciplined risk awareness.
Over the full span the index advanced from 144.81 to 160.9, delivering an 11.1% total return. Beneath that steady climb lay a 9.7% mid-course drawdown and a largest single-day swing of 3.2%, reminders that even favorable trends punish complacency. Eleven decision points—four deemed critical—punctuate the replay, each demanding participants articulate a rationale before the AI coach reveals what actually unfolded. The interplay between directional bias and risk control becomes tangible rather than theoretical.
This scenario sharpens three core competencies: reading trend durability without projecting certainty, managing exposure through volatility rather than around it, and maintaining decision process when emotions pull toward either extreme. The 2020s backdrop grounds the exercise in a familiar era while the specific price dynamics force genuine engagement with market mechanics. Completing the replay leaves participants with documented reasoning they can examine, revise, and reinforce—a cycle central to developing durable market judgment.
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