CSI 300 Uptrend Replay (2016-05-19 to 2016-11-29)
Replay the 2016 CSI 300 uptrend across 150 daily bars where the index climbed 8.1% from 3.2 to 3.46. Step through each trading day, face 4 critical decision points, and receive an AI coach review of your simulated choices.
150 daily bars · 11 decision points · 2016-05 to 2016-12 · Stocks
Key facts
This window spans 222 days with a peak-to-trough drawdown of 4.7% and a 19.0% run-up.
- Max drawdown
- −4.7%
- Max run-up
- +19.0%
- Duration
- 222 days
- Largest single-day move
- +3.6%
- 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
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 entered a gradual recovery phase in May 2016, navigating a market environment shaped by post-correction caution and evolving economic signals. Over the next seven months, from May 4 to December 12, traders and investors faced the challenge of positioning within an uptrend that lacked dramatic momentum yet demanded careful capital management. With 150 daily bars of authentic historical data, this replay places participants at the center of a sustained but measured advance where the stakes involved capturing gains while respecting the underlying volatility that defines equity markets.
The index climbed from 3.2 to 3.46, delivering an 8.1% total return that unfolded across a complex landscape of intrabar fluctuations. A maximum drawdown of 4.7% tested conviction at multiple points, while the largest single-bar move of 3.6% occasionally introduced sudden directional pressure. Eleven decision points punctuated the journey, with four marked as critical moments requiring participants to demonstrate clear process rather than reactive instinct. The market rewarded disciplined entries and exits, though the narrow overall range meant that excessive risk-taking or premature exits could easily erode the marginal advantage available.
This replay ultimately measures decision quality rather than outcome luck. Navigating the 4.7% drawdown without abandoning a sound approach tested psychological resilience, while responding to the 3.6% single-bar volatility revealed whether participants could distinguish normal price action from meaningful trend changes. The scenario's value lies not in predicting future rallies but in building the habits—position sizing, adherence to process, emotional control—that distinguish skilled practitioners from passive observers.