Default · NASDAQ Composite Index (2002)
Replay the NASDAQ Composite's 28.4% slide across 144 bars as the WorldCom accounting scandal unfolds. Step through daily decisions, weigh policy fallout, and receive AI coach feedback on each call in a simulated training environment.
144 daily bars · 25 decision points · 2002-02 to 2002-09 · Stocks
Key facts
This window spans 208 days with a peak-to-trough drawdown of 37.5% and a 18.0% run-up.
- Max drawdown
- −37.5%
- Max run-up
- +18.0%
- Duration
- 208 days
- Largest single-day move
- +7.8%
- 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
In early 2002 the NASDAQ Composite faced a crisis of confidence as the WorldCom accounting scandal unfolded. Over seven months, from February 14 to September 10, investors grappled with revelations of corporate fraud that challenged assumptions about financial reporting and market integrity. The period represented a stress test for anyone managing equity exposure during a systemic credibility shock. Decision-makers had to navigate not just falling prices but eroding trust in the very information that guides investment choices.
The index declined from 1843.37 to 1320.09, a cumulative loss of -28.4% across 144 daily bars. The journey was brutal: maximum drawdown reached 37.5%, and volatility punctuated the slide with a largest single-bar move of 7.8%. Twenty-five decision points were embedded in the replay, nine classified as critical moments where positioning choices carried heightened consequence. The relentless nature of the decline meant that patience and risk discipline were continuously tested.
This replay teaches that process matters more than prediction when markets collapse. Participants must practice sizing positions without knowing which days will deliver the largest moves, manage drawdowns without crystal balls, and confront the psychological temptation to abandon disciplined frameworks under sustained pressure. The value lies not in hindsight judgment but in building repeatable decision habits that hold under authentic stress conditions.