Beijing, China Historical Replay: 2013-03 to 2015-08
Replay Beijing's property market from March 2013 to August 2015 across 30 monthly bars, navigating a 5.4% max drawdown. Step through each historical day, face 2 critical decision points, and receive an AI coach review of your simulated choices.
30 monthly bars · 6 decision points · 2013-03 to 2015-08 · Property
Key facts
Peak-to-trough drawdown of 5.4% with a 14.9% run-up.
- Max drawdown
- −5.4%
- Max run-up
- +14.9%
- Largest single-month move
- +1.8%
- Bars
- 30 Monthly bars
- Decision points
- 6
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 Beijing property market replay covers March 2013 to August 2015, spanning 30 monthly bars across the 2010s decade. This period represented a significant chapter in Chinese urban real estate, where participants had to navigate shifting sentiment, policy signals, and price volatility within a market that had experienced rapid prior gains. Six decision points punctuated this replay, with two marked as critical moments where directional choices could significantly alter portfolio outcomes.
The market delivered a 14.9% price appreciation over the period, with the index rising from 113.9 to 130.9. This gain, however, was not a smooth upward trajectory—investors faced a maximum drawdown of 5.4% and encountered the largest single monthly move of 1.8%, both of which tested conviction and discipline. Those who remained passive through volatility captured the full return, while active participants needed to calibrate their exposure carefully around the two critical junctures.
The core educational insight centers on risk management under uncertainty. The 5.4% maximum drawdown demonstrates how even moderate corrections can erode confidence, while the 1.8% monthly swings show that short-term fluctuations often overshadow underlying trends. Success hinges on maintaining a disciplined framework that distinguishes between normal market noise and genuine signals requiring action. Participants learn to balance strategic positioning with tactical flexibility, recognizing that portfolio outcomes depend as much on psychological resilience as on analytical accuracy.