SET Uptrend Replay (2009-02-01 to 2010-04-01)
Replay Thailand's SET from 2008-06 through 2010-11 across 30 daily bars, including a 43.1% drawdown and a 16.1% single-session swing. Step through each bar, weigh seven decision points, and receive an AI coach review of your simulated choices.
30 daily bars · 7 decision points · 2008-06 to 2010-11 · Stocks
Key facts
This window spans 883 days with a peak-to-trough drawdown of 43.1% and a 64.1% run-up.
- Max drawdown
- −43.1%
- Max run-up
- +64.1%
- Duration
- 883 days
- Largest single-day move
- −16.1%
- Bars
- 30 Daily bars
- Decision points
- 7
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 presents a compelling case study in post-crisis market dynamics. The replay covers February 2009 through April 2010, a period when global markets were recovering from the 2008 financial shock. Participants navigate 30 daily bars across 7 decision points, 3 of which are flagged as critical junctures where directional conviction truly matters. The challenge: a market that appears bullish on the surface yet conceals treacherous volatility beneath.
The headline outcome tells a nuanced story. SET closed the period at 1176.07, down 8.1% from an opening of 1280.33. Yet that modest net decline dramatically undersells the journey. The index endured a maximum drawdown of 43.1%, meaning anyone buying early faced paper losses approaching half their capital. Volatility punctuated the experience with a 16.1% single-session swing, the kind of move that tests conviction and forces uncomfortable position-sizing decisions.
This scenario sharpens three essential trading muscles. First, process discipline: surviving a 43.1% drawdown requires rules, not reactions. Second, risk calibration: a 16.1% single-bar move demands position sizes that preserve solvency through noise. Third, psychological self-awareness: labeling a period "uptrend" while enduring 8.1% net loss reveals how narrative can mislead. Decision training here centers on building the humility to update views and the discipline to size risk to the actual environment, not the hoped-for one.
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