CSI 300 Downtrend Replay (2022-07-04 to 2022-10-31)
Replay the CSI 300 crash from May to December 2022, a 150-bar span that included a steep 21.0% drawdown. You step through each trading day, make portfolio decisions at key turning points, and receive an AI coach review of your simulated choices.
150 daily bars · 11 decision points · 2022-05 to 2022-12 · Stocks
Key facts
This window spans 218 days with a peak-to-trough drawdown of 21.0% and a 14.4% run-up.
- Max drawdown
- −21.0%
- Max run-up
- +14.4%
- Duration
- 218 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 index, China's flagship large-cap benchmark, entered a treacherous phase from May to December 2022. Over 150 trading days, investors navigated a period marked by escalating uncertainty and accelerating losses. The scenario recreates this environment where capital preservation and emotional discipline became paramount concerns.
During the full data span, the index closed at 3.95 and ultimately settled at 4.02, a nominal 1.8% gain that obscures the turmoil in between. The maximum drawdown reached 21.0%, while the largest single-bar move of 3.6% testified to the intraday volatility that could strike without warning. Eleven decision points punctuated the replay, four of them critical junctures where positioning choices carried amplified consequences.
This replay trains participants to confront the psychological strain of watching a 21.0% drawdown unfold in real time. The gap between the modest net outcome and the violent interim swings illustrates why process matters more than outcome in any single session. Learners practice sizing positions, adjusting exposure, and maintaining decision hygiene when market momentum turns hostile.