A live presidential slip on fiscal policy spooks retail; brief dip, fast mean reversion.
Every scenario is anchored to something that actually happened on the Indonesia Stock Exchange.
Pattern modeled on recurring 2024-25 political headlines: a live statement misread by the market triggers a 1-2% intraday dip that mostly reverses within the week (see the 5-10% EM rule for genuine uncertainty events vs a blunder that does not).
What the scenario injects, and when. Day numbers are trading days from the start of the run.
| Day | Shock | Severity | Target |
|---|---|---|---|
| Day 2 | Policy shock | 30% | Market-wide |
The desk replays this scenario in the browser, with no account and no install. It ships the counterfactual baseline alongside the shock, so you can see what the event changed rather than only what happened.
23 scenarios in the library, each anchored to a real IDX event or recurring pattern.