CSI 300 Uptrend Replay (2019-01-02 to 2019-04-19)
Replay 144 daily bars of a CSI 300 uptrend from 2018-11-08 to 2019-06-17, where the index climbed 12.2% despite a 13.3% drawdown. Step through each trading day, face 11 decision points (4 critical), and receive an AI coach review of your simulated choices.
144 daily bars · 11 decision points · 2018-11 to 2019-06 · Stocks
Key facts
This window spans 221 days with a peak-to-trough drawdown of 13.3% and a 36.4% run-up.
- Max drawdown
- −13.3%
- Max run-up
- +36.4%
- Duration
- 221 days
- Largest single-day move
- +7.1%
- Bars
- 144 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 index entered a pivotal phase during the 2010s, with the replay window spanning from 2018-11-08 to 2019-06-17. This 144-bar daily dataset captures a complete market cycle where participants faced the challenge of navigating a nascent uptrend while managing the inherent uncertainty of mid-cycle volatility. The scenario tests whether traders can maintain conviction during pullbacks and avoid premature exits when the broader direction remains constructive.
Over the full period, the index advanced from 3.27 to 3.67, delivering a 12.2% return. Yet this headline figure obscures a more complex reality: a maximum drawdown of 13.3% tested resolve multiple times, and a single session moved as much as 7.1%, capable of triggering stop-losses or emotional capitulation. The journey proved far more turbulent than the final number suggests.
The replay presents 11 decision points, of which 4 are critical junctions where positioning choices carry disproportionate consequences. Participants must practice distinguishing between noise-driven fluctuations and genuine trend deterioration, managing position size relative to observed volatility, and maintaining emotional equilibrium when the largest single-day moves work against their stance. Success here depends not on predicting direction but on executing a disciplined process under pressure.