CSI 300 Uptrend Replay (2012-12-03 to 2013-02-05)
Replay 88 daily bars of the CSI 300 from late 2012, when the index climbed 10.0% across a powerful uptrend. Make your own calls at 11 decision points and receive an AI coach review of every simulated trade.
88 daily bars · 11 decision points · 2012-10 to 2013-03 · Stocks
Key facts
This window spans 133 days with a peak-to-trough drawdown of 9.0% and a 29.4% run-up.
- Max drawdown
- −9.0%
- Max run-up
- +29.4%
- Duration
- 133 days
- Largest single-day move
- +5.3%
- Bars
- 88 Daily bars
- Decision points
- 11
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 CSI 300, China’s flagship stock index, entered a powerful uptrend from late 2012 into early 2013. This period represented a defining moment for Chinese equities during the 2010s, as the market shifted from months of uncertainty into a sustained advance. For traders and analysts, navigating this transition offered a real test of conviction, timing, and the ability to distinguish momentum from noise. The scenario spans 88 daily bars and compresses this dynamic chapter into 11 decision points, four of which the framework marks as critical junctions where direction could have shifted. Participants enter a live simulation with no hindsight and must commit to positions as the market unfolds bar by bar.
Across the full data window from October 2012 to March 2013, the CSI 300 climbed from 2.29 to 2.52, delivering a 10.0% gain. Beneath the headline return lay meaningful turbulence: the maximum drawdown reached 9.0%, and the largest single-bar move hit 5.3%, underscoring that even a trending market does not move in a straight line. The index did not simply drift upward; it surged, pulled back, regrouped, and accelerated again. Any participant following the headline without respecting those internal swings would have faced sharp unrealized losses before the eventual recovery.
This replay is designed to train decision-making under real conditions, not just outcome awareness. Participants must practice managing exposure, sizing positions, and controlling risk across a period where a 9.0% drawdown could have triggered early exits or panic. The 11 decision points force disciplined engagement with uncertainty: every simulated trade will be reviewed by the AI coach, surfacing patterns in timing, risk calibration, and emotional discipline. The core lesson is that profitable outcomes in trending markets require surviving volatility long enough to let positions develop.
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