CSI 300 Uptrend Replay (2024-02-02 to 2024-05-17)
Replay a 130-bar CSI 300 uptrend from December 2023 to July 2024, where the index climbed just 2.6% despite a notable 3.1% daily swing. Step through each trading day, tackle 11 decision points including 4 critical ones, and receive an AI coach review of your choices in a simulated learning environment.
130 daily bars · 11 decision points · 2023-12 to 2024-07 · Stocks
Key facts
This window spans 198 days with a peak-to-trough drawdown of 8.9% and a 15.4% run-up.
- Max drawdown
- −8.9%
- Max run-up
- +15.4%
- Duration
- 198 days
- Largest single-day move
- +3.1%
- Bars
- 130 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 130-bar uptrend spanning December 2023 to July 2024, a period that tested the resolve of anyone tracking Chinese large-cap equities. On the surface, the index appeared to grind steadily higher, but the real challenge lay beneath: intermittent drawdowns, sudden intraday reversals, and a handful of moments where patience was genuinely rewarded or punished. This replay invites you to step through each trading day, face 11 decision points including 4 critical ones, and confront the quiet tension between staying the course and adapting to shifting conditions.
The closing price moved from 3.4 to 3.49 over the 130 daily bars, delivering a net gain of 2.6%. That modest headline figure concealed a maximum drawdown of 8.9% and a single-day swing of 3.1%, meaning participants who misjudged timing or risk sizing could have faced significant unrealized losses even as the long-term direction remained modestly bullish. The wide gap between the largest single-bar move and the final net return underscores how costly exits during volatility spikes could have been.
This scenario excels as a decision-training exercise precisely because it refuses to be a clean ride. Managing risk through a drawdown that reaches 8.9% tests discipline; sizing positions to survive a 3.1% single-bar move tests methodology; holding conviction when the net return barely exceeds 2.6% tests psychology. Students learn that in choppy, low-return environments, process consistency and emotional resilience matter far more than the headline outcome.