Commodity Shock · NASDAQ Composite Index (2014)
Replay the NASDAQ through a 144-day commodity shock spanning 2014-07-29 to 2015-02-23, where the index still climbed 11.7% despite an 8.4% drawdown. Step into 25 decision points, including 9 critical ones, and receive an AI coach review of every simulated choice.
144 daily bars · 25 decision points · 2014-07 to 2015-02 · Stocks
Key facts
This window spans 209 days with a peak-to-trough drawdown of 8.4% and a 17.7% run-up.
- Max drawdown
- −8.4%
- Max run-up
- +17.7%
- Duration
- 209 days
- Largest single-day move
- +2.4%
- 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 the summer of 2014, a commodity shock rippled through global markets as oil prices reversed sharply, creating uncertainty that reached even technology-heavy indices. The NASDAQ Composite, while driven by tech fundamentals, faced secondary effects from this commodity dislocation. Investors entering this period confronted a market environment where assumptions about stable energy costs unraveled, forcing rapid reassessment of risk exposures that had seemed predictable just months earlier.
The index navigated this turbulence with surprising fortitude. From July 29, 2014 to February 23, 2015—a span of 144 trading days—the NASDAQ Composite climbed from 4442.7 to 4960.97, delivering an 11.7% gain. Yet this journey was marked by a maximum drawdown of 8.4%, with individual days experiencing moves as large as 2.4%. The combination of steady overall growth punctuated by sharp reversals created a demanding training ground for decision-makers learning to manage portfolios through conflicting signals.
This replay teaches that volatility is not inherently hostile but requires structured response. Effective navigation demands emotional discipline during pullbacks, rigorous analysis of whether moves reflect fundamental shifts or temporary dislocations, and commitment to process over impulse. Participants discover that maintaining conviction during an 8.4% drawdown while recognizing underlying strength separates disciplined decision-making from reactive behavior. The 25 decision points, with 9 marked as critical, train practitioners to distinguish between necessary adjustment and premature abandonment of sound positioning.