Skip to main content

CSI 300 Uptrend Replay (2014-05-19 to 2014-12-08)

StocksCSI 300CNBoom2014-05 to 2014-12Difficulty 3/5FreeView charts

Replay the 2014 CSI 300 surge as close climbed 53.1% from 2.13 to 3.26 across 150 daily bars. Step through each authentic trading day, face 11 decision points, and receive AI coach feedback on your simulated choices.

150K lines
11Decision points
3Difficulty
DailyGranularity

150 daily bars · 11 decision points · 2014-05 to 2014-12 · Stocks

Key facts

This window spans 220 days with a peak-to-trough drawdown of 5.4% and a 56.9% run-up.

Max drawdown
−5.4%
Max run-up
+56.9%
Duration
220 days
Largest single-day move
+6.0%
Bars
150 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

How to play
  1. The market advances day by day. You only see candles up to the current day — as if you were really there.

  2. At key decision points choose Buy / Trim / Exit / Hold. Each decision advances the timeline by one day.

  3. 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

In May 2014, the CSI 300 index—China's flagship large-cap equity benchmark—began transitioning from years of lethargic consolidation into one of the most explosive uptrends of the 2010s. By December 2014, the market had fundamentally shifted character, rewarding those who had stayed engaged through the preceding dormancy. This replay invites participants to inhabit that pivotal seven-month window and face the same conviction-versus-caution dilemmas that defined the era.

The index climbed from 2.13 to 3.26, delivering a 53.1% return over 150 daily bars. Yet the journey was anything but smooth: single sessions produced moves as large as 6.0%, while pullbacks of 5.4% tested even holders of strong conviction. The market presented 11 decision points across this span, with 4 marked as critical junctures where positioning strategy determined whether participants captured or missed the move.

This historical episode sharpens decision training in three dimensions. Process-wise, participants must choose between entering early against unclear momentum or waiting for confirmation that may cost them entry price. Risk-wise, managing exposure through a 5.4% drawdown while the broader trend remains intact demands discipline that pure technical analysis cannot teach. Psychologically, absorbing 6.0% single-bar swings tests whether decisions remain anchored to process or become reactive to short-term noise. The 11 decision points each present unique contextual puzzles—joining an emerging trend versus chasing extended moves, scaling in during uncertainty versus committing fully at inflection points. This replay transforms a specific historical episode into a laboratory for building systematic responses to market phases, teaching traders to act on process rather than impulse and to recognize how structural context shapes optimal decisions.