Default · NASDAQ Composite Index (2001)
Replay 144 days of NASDAQ turbulence from June 2001 to January 2002, navigating a brutal 35.8% drawdown with no capital at risk. Make decisions across 25 points, then get an AI coach review of how policy headlines and panic selling shaped each bar.
144 daily bars · 25 decision points · 2001-06 to 2002-01 · Stocks
Key facts
This window spans 214 days with a peak-to-trough drawdown of 35.8% and a 44.7% run-up.
- Max drawdown
- −35.8%
- Max run-up
- +44.7%
- Duration
- 214 days
- Largest single-day move
- −6.8%
- 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 NASDAQ Composite entered the summer of 2001 as a wounded index, still absorbing the aftershocks of the dot-com collapse that had destroyed trillions in market value. This 144-day replay immerses traders in a period defined by eroded confidence, corporate governance crises, and an evolving regulatory environment. Participants face the challenge of navigating extreme volatility while processing the policy headlines that shaped each trading session. With 25 decision points embedded across 9 critical junctures, the scenario forces engagement with the psychological warfare of trading during a structural market realignment.
The closing price moved from 2215.1 to 2055.74, a net change of -7.2% over the full span. This modest headline figure obscures the turbulence beneath: a maximum drawdown of 35.8% and a largest single-bar move of 6.8% punctuated the journey. The disconnect between the final outcome and the volatility required to reach it becomes the central challenge for participants attempting to extract rational decisions from chaotic price action.
The scenario teaches that process discipline matters more than prediction in environments of sustained uncertainty. Traders must confront the psychological temptation to abandon sound risk management when facing drawdowns that test conviction, while also recognizing how policy-driven sentiment shifts can create both panic and false stability within the same trading day. The 9 critical decision points serve as laboratories for examining how emotional responses to volatility shape outcomes independent of fundamental analysis.