SET Uptrend Replay (2005-04-01 to 2007-10-01)
Replay Thailand's SET from 2003-12-01 to 2009-01-01 across 62 daily bars, including a punishing 44.8% drawdown. Step through 11 decision points (4 critical), face each volatility shock, and receive an AI coach review of your simulated calls.
62 daily bars · 11 decision points · 2003-12 to 2009-01 · Stocks
Key facts
This window spans 1858 days with a peak-to-trough drawdown of 44.8% and a 40.0% run-up.
- Max drawdown
- −44.8%
- Max run-up
- +40.0%
- Duration
- 1858 days
- Largest single-day move
- −16.1%
- Bars
- 62 Daily bars
- Decision points
- 11
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
Thailand's SET index anchors this replay across 62 daily bars spanning December 2003 through early 2009, a period that captured one of the most volatile market cycles in modern Thai financial history. Participants enter a scenario classified as a boom environment, yet the data reveals a far more complex narrative—one that demanded both precise entry timing and resilient risk management. The stage is set with 11 decision points, 4 of them flagged as critical junctures where positioning choices carried outsized consequences. What was at stake was not merely capital preservation but the fundamental question of how to act when a seemingly favorable trend turns treacherous.
The price trajectory that unfolded tells a story of erosion beneath surface optimism. The SET closed the period at 849.08, down 23.5% from the opening level of 1110.05. Yet the headline number understates the turmoil: the maximum drawdown of 44.8% means any investor holding through the full cycle endured a loss of nearly half their capital at the worst point. Compounding the challenge, a single-bar move of 16.1% demonstrates how rapidly sentiment can reverse, creating sharp intraday traps for the unwary.
This replay excels as a training ground for confronting the gap between market classification and actual outcome. The boom tag might suggest straightforward opportunity, yet the data shows a net loss punctuated by violent swings that punish passive holding and overconfidence alike. Participants practice calibrating position size against known volatility, maintaining discipline when drawdowns exceed comfort zones, and resisting the psychological temptation to extrapolate recent trends indefinitely. The 16.1% single-bar shock serves as a reminder that tail events are not theoretical in volatile markets—the question is always whether your process accounts for them.
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