CSI 300 Downtrend Replay (2025-03-14 to 2025-04-07)
Replay a 32-bar CSI 300 correction from March to April 2025 with a 10.2% max drawdown, deciding day-by-day through 7 historical checkpoints. Each move is simulated for learning, with an AI coach reviewing your choices.
32 daily bars · 7 decision points · 2025-03 to 2025-04 · Stocks
Key facts
This window spans 44 days with a peak-to-trough drawdown of 10.2% and a 4.6% run-up.
- Max drawdown
- −10.2%
- Max run-up
- +4.6%
- Duration
- 44 days
- Largest single-day move
- −6.8%
- 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 faced a significant correction in early 2025, a period when Chinese equity markets were navigating shifting sentiment and macroeconomic uncertainty. This replay places you inside a 32-bar daily sequence spanning March to April 2025, requiring you to respond to evolving conditions as they unfolded. The stakes were substantial: protecting capital while managing exposure through a volatile pullback.
The index declined from 3.98 to 3.86 over the full period, representing a -3.0% net loss. However, the real story lay beneath the surface—the maximum drawdown reached 10.2%, and the largest single trading day saw a 6.8% swing. These figures reveal the gap between headline performance and actual trading pain, a critical distinction for any practitioner.
This scenario sharpens three essential skills. First, process discipline: navigating 7 decision points (3 critical) requires consistent logic rather than reactive guesses. Second, risk calibration: a 10.2% peak-to-trough decline tests position sizing and stop-loss judgment. Third, psychological resilience—managing emotional responses to volatile price swings that exceed the overall net decline. The simulation's educational purpose is clear: build decision frameworks that perform under pressure, not just in theory.
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