Shanghai, China Historical Replay: 2016-02 to 2018-07
Replay 30 monthly bars of a Chinese property city index that climbed 24.0% from 148.33 to 183.91 between February 2016 and July 2018. Step through each bar, face six decision points, and receive an AI coach review as you study this educational market simulation.
30 monthly bars · 6 decision points · 2016-02 to 2018-07 · Property
Key facts
Peak-to-trough drawdown of 1.0% with a 25.2% run-up.
- Max drawdown
- −1.0%
- Max run-up
- +25.2%
- Largest single-month move
- +5.2%
- 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
This replay covers a Chinese property city index during the 2016-02 to 2018-07 window—30 monthly bars that form part of the broader 2015-2021 leverage-driven bull market cycle. Participants enter a market where asset prices had already run significantly, and the central question becomes: how do you navigate an extended advance with limited apparent risk? The scenario simulates the experience of managing positions through a sustained climb, testing whether you can stay disciplined when the environment feels benign.
The numbers reveal a market that rewarded patience. The index rose 24.0%, moving from 148.33 to 183.91 over the period, with a remarkably tight maximum drawdown of just 1.0%. The largest single-bar move of 5.2% occurred infrequently, meaning volatility remained subdued for most of the journey. Six decision points pepper the replay—two marked as critical—forcing participants to act with conviction or restraint at moments when the directional signal was ambiguous. This was not a dramatic crash scenario; it was a grinding, steady advance that tested conviction.
For decision training, the key lessons center on process over outcome. A 1.0% drawdown might breed complacency, but the presence of a 5.2% single-bar move reminds participants that tail risks never fully disappear. The critical decision points demand clear thinking about position sizing and conviction levels. Psychologically, this scenario trains you to resist two extremes: abandoning positions during minor pullbacks, or overstaying in a market where the risk-reward gradually shifts. The goal is building habits that serve you across different market phases, not just the comfortable ones.
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