CSI 300 Uptrend Replay (2024-10-17 to 2024-11-07)
Replay 32 daily bars of the CSI 300 from September to November 2024, including a 12.5% drawdown and a 9.3% single-bar surge. Step through each trading day, face 7 decision points with 3 critical calls, and receive an AI coach review of your reasoning on simulated capital.
32 daily bars · 7 decision points · 2024-09 to 2024-11 · Stocks
Key facts
This window spans 52 days with a peak-to-trough drawdown of 12.5% and a 14.0% run-up.
- Max drawdown
- −12.5%
- Max run-up
- +14.0%
- Duration
- 52 days
- Largest single-day move
- +9.3%
- Bars
- 32 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
The CSI 300 index during September to November 2024 presented traders with a challenging environment of shifting momentum and elevated uncertainty. This replay covers 32 daily bars spanning from September 27 to November 18, 2024, a period when Chinese equities navigated significant crosscurrents. For participants in this simulation, the stakes were clear: to practice disciplined decision-making while managing capital through an authentic historical stretch of market turbulence.
Over the full data window, the index closed at 3.87 on September 27 and settled at 4.04 by November 18, delivering an overall gain of 4.4%. Yet this modest net result masked considerable intraperiod drama. The scenario featured a maximum drawdown of 12.5%, testing resilience during adverse stretches, alongside a largest single-bar move of 9.3% that demanded rapid reassessment of positions. Seven decision points were embedded throughout, three of which were designated critical, requiring participants to act decisively or hold steady under pressure.
This replay ultimately serves as a laboratory for examining process, risk calibration, and psychological discipline. Navigating the 12.5% drawdown without abandoning a sound strategy distinguishes prepared traders from reactive ones. Recognizing when a 9.3% surge represents signal versus noise shapes entry and exit discipline. The three critical decision points compress months of market complexity into concentrated choice moments, training participants to weigh evidence, manage position size, and regulate emotional responses when outcomes remain uncertain.
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