Pandemic · Nikkei 225 Index (2003)
Replay 144 daily bars of the Nikkei 225 from December 2002 to July 2003, when the index climbed from 9006.73 to 9795.16. Make policy-era decisions across 25 decision points, with nine flagged as critical, and receive an AI coach review of each move.
144 daily bars · 25 decision points · 2002-12 to 2003-07 · Stocks
Key facts
This window spans 215 days with a peak-to-trough drawdown of 15.5% and a 28.8% run-up.
- Max drawdown
- −15.5%
- Max run-up
- +28.8%
- Duration
- 215 days
- Largest single-day move
- −3.7%
- 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 Nikkei 225 in late 2002 and early 2003 presented traders with one of the decade's most treacherous backdrops: a global health crisis with no clear playbook. The index began this journey at 9006.73 on December 4, 2002, as uncertainty surrounding the SARS outbreak began to reshape market assumptions about growth, supply chains, and consumer behavior. With 25 decision points embedded across the 144-day simulation—including nine flagged as critical—the scenario tests how participants respond when conventional models break down and policy signals become ambiguous.
The net outcome tells a story of resilience: the Nikkei closed at 9795.16 by July 7, 2003, delivering an 8.8% gain over the full period. Yet this headline number conceals a far messier reality. The maximum drawdown reached 15.5%, meaning participants who mistimed entries faced substantial unrealized losses. The largest single-bar move hit 3.7%, illustrating how news cycles and policy shifts could produce sudden directional spikes that punish the ill-prepared. Those who survived and prospered did so not by predicting the future but by managing exposure through volatile swings.
This replay offers hard lessons in process over prediction. The gap between the 8.8% net return and the 15.5% trough reminds us that outcomes and decisions are separate things. Nine critical nodes punctuate the timeline—moments where the margin between effective and costly choices was thinnest. Navigating them required discipline, pre-defined risk rules, and emotional equilibrium. The AI coach feedback loop exists precisely to surface these patterns: where did you overstay a losing position? Where did fear of missing out override sizing discipline? The scenario's value lies not in celebrating the final number but in interrogating every decision that preceded it.