CSI 300 Downtrend Replay (2026-06-22 to 2026-07-17)
Replay a 40-day CSI 300 correction with a 9.8% max drawdown and seven decision points. Step through each session, navigate three critical forks, and receive an AI coach review of your simulated calls.
40 daily bars · 7 decision points · 2026-06 to 2026-07 · Stocks
Key facts
This window spans 56 days with a peak-to-trough drawdown of 9.8% and a 7.4% run-up.
- Max drawdown
- −9.8%
- Max run-up
- +7.4%
- Duration
- 56 days
- Largest single-day move
- −3.4%
- Bars
- 40 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 entered a sustained correction phase during the summer of 2026. From late June through mid-July, Chinese equities navigated a prolonged downtrend that tested both technical discipline and emotional resilience. Participants stepping into this scenario faced the central challenge of managing risk while deciding when to hold, adjust, or reposition in a declining market. The environment was defined by uncertainty and the need for principled decision-making under pressure.
Across the 40-day window from June 4 to July 30, 2026, the CSI 300 fell from 4.93 to 4.61, translating to a -6.5% decline. The correction carved out a maximum drawdown of 9.8%, with individual sessions producing moves as large as 3.4%. Seven decision points punctuated the descent, including three critical forks where the trajectory could have shifted depending on how participants read momentum and responded. The data captures a realistic mid-year correction rather than a crisis event.
This replay builds decision-making muscle through controlled exposure to a challenging market environment. Participants practice sizing positions, adhering to stop-loss discipline, and managing the psychological friction of sitting through drawdowns. The three critical nodes serve as realistic stress tests, demanding that learners weigh conviction against deteriorating signals. By navigating this correction with simulated capital, users develop the habits and mental frameworks needed to handle volatility, recognize inflection points, and prioritize process over impulse when markets turn hostile.
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