Commodity Shock · Nikkei 225 Index (2014)
Across 150 trading days from March to October 2014, the Nikkei 225 navigated an 8.9% drawdown amid a global commodity shock. Replay each session step by step, tackle 9 critical decision points, and receive an AI coach review in this simulated educational scenario.
150 daily bars · 26 decision points · 2014-03 to 2014-10 · Stocks
Key facts
This window spans 218 days with a peak-to-trough drawdown of 8.9% and a 17.7% run-up.
- Max drawdown
- −8.9%
- Max run-up
- +17.7%
- Duration
- 218 days
- Largest single-day move
- −3.3%
- Bars
- 150 Daily bars
- Decision points
- 26
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 first half of 2014, the Nikkei 225 faced a stern test as global commodity markets convulsed. The index, a benchmark of Japanese corporate health, entered March at 15134.75 with investors weighing moderating energy costs against broader economic headwinds. Over the following seven months spanning 150 trading days, participants would confront the difficult task of distinguishing temporary market noise from meaningful trend shifts while managing exposure through a turbulent period.
The period ultimately produced a modest net result, with the Nikkei closing at 15300.55 on October 10, representing a 1.1% gain from the March starting point. However, this headline figure masked considerable intermediate turbulence, as the index endured an 8.9% maximum drawdown from peak to trough. The largest single session saw a 3.3% swing, illustrating how quickly sentiment could reverse. Across these 150 daily bars, traders encountered 26 distinct decision points, of which 9 were deemed critical junctures where directional conviction truly mattered.
This replay scenario emphasizes three core competencies for market participants. First, process discipline: navigating volatile markets requires adhering to predefined criteria rather than reacting to each bar's noise. Second, risk calibration: surviving an 8.9% drawdown demands position sizing and stop-loss frameworks that preserve capital for recovery. Third, emotional regulation: the psychological temptation to exit at lows or overtrade during volatility can undermine otherwise sound strategies. By stepping through each session historically, learners develop these habits without financial risk, building experience that transfers to live environments.