CSI 300 Uptrend Replay (2024-09-13 to 2024-10-08)
Replay 18.6% in CSI 300 upside across 30 daily bars, including a 9.3% single-day surge and a 12.5% drawdown, to study authentic market behavior. Walk through each session, tackle seven decision points, and receive AI coach feedback in a simulated educational environment.
30 daily bars · 7 decision points · 2024-08 to 2024-10 · Stocks
Key facts
This window spans 52 days with a peak-to-trough drawdown of 12.5% and a 36.5% run-up.
- Max drawdown
- −12.5%
- Max run-up
- +36.5%
- Duration
- 52 days
- Largest single-day move
- +9.3%
- Bars
- 30 Daily bars
- Decision points
- 7
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
In late August 2024, the CSI 300 index presented a compelling replay scenario set within the turbulent 2020s market environment. This simulation spans 30 trading days, from late August through late October, inviting participants to navigate a period where Chinese large-cap equities were experiencing notable volatility. The context raises immediate questions about positioning, risk tolerance, and decision-making under uncertainty in a market that was anything but straightforward.
The replay captures an 18.6% upside journey in closing values, moving from 3.39 to 4.02 across the data window. This seemingly straightforward trajectory, however, concealed a 12.5% maximum drawdown and a striking 9.3% single-day surge that tested the nerves of any participant holding positions through the period. Seven decision points punctuate the replay, with three designated as critical moments where directional choices could significantly alter outcomes. The interaction between steady appreciation and sharp intraday moves created an environment where both patience and reaction speed were essential.
For decision trainers, this scenario excels at exposing behavioral blind spots. The 12.5% drawdown forces confrontation with loss aversion, while the 9.3% single-day move challenges participants to decide whether extreme momentum signals sustainability or reversal. The seven decision points, particularly the three critical junctures, provide structured opportunities to examine entry timing, position sizing, and the psychological temptation to abandon pre-defined processes. Completing this replay with AI coach feedback offers a rare chance to study authentic market behavior without financial risk, building experience that no textbook can replicate.
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