Beijing, China Historical Replay: 2014-03 to 2016-08
Replay the Chinese property market from March 2014 through August 2016, when prices climbed 28.1% across 30 monthly bars and a 5.4% drawdown tested conviction. Step through each historical bar, face six decision points including two critical ones, and receive an AI coach review of your simulated choices.
30 monthly bars · 6 decision points · 2014-03 to 2016-08 · Property
Key facts
Peak-to-trough drawdown of 5.4% with a 34.8% run-up.
- Max drawdown
- −5.4%
- Max run-up
- +34.8%
- Largest single-month move
- +3.8%
- 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.
Related scenarios
- Shanghai, China Historical Replay: 2014-03 to 2016-082014 · Lv.4
- US 10-City Composite Historical Replay: 2009-05 to 2011-102009 · Lv.1
- US 20-City Composite Historical Replay: 2009-05 to 2011-102009 · Lv.1
- San Francisco Historical Replay: 2009-05 to 2011-102009 · Lv.3
- Boston Historical Replay: 2009-05 to 2011-102009 · Lv.1
- New York Historical Replay: 2009-05 to 2011-102009 · Lv.1
Event Replay
What happened — and what it teaches
The Chinese property market in early 2014 faced a pivotal crossroads as inventory levels climbed and price momentum showed signs of strain. This replay scenario places participants directly into the March 2014 through August 2016 window, a period when market conditions were evolving and investor conviction would face real tests. Navigating six decision points—two flagged as critical—players must demonstrate how to maintain discipline through shifting conditions. The stage is set for understanding conviction management during a volatile recovery phase that few saw coming.
Over the 30 monthly bars spanning this era, prices climbed from a close of 128.7 to 164.89, delivering a total return of 28.1%. Yet this journey was anything but smooth—a maximum drawdown of 5.4% challenged even disciplined participants, while the largest single-bar move of 3.8% reminded everyone that volatility arrives without warning. The gap between the headline return and these stress points illustrates how sustained performance requires navigating through periods of acute uncertainty rather than sidestepping them.
This scenario serves as an excellent training ground for decision-making under ambiguity. Confronting six decision points including two critical ones, participants must manage the tension between maintaining conviction during the 5.4% drawdown and avoiding overexposure when sudden 3.8% swings materialize. The experience reinforces that process discipline—defining risk parameters before volatility strikes and sticking to them—matters more than reacting to short-term price moves. Success here depends on separating noise from signal and understanding that the 28.1% gain was built through disciplined navigation, not prediction.