Boom · Hang Seng Index (2007)
Step into a 150-day Hang Seng Index replay covering 2007-04-13 to 2007-11-19, capturing a 35.0% surge before volatility struck. Make 26 decisions across 9 critical points, then receive an AI coach review in a simulated, educational environment.
150 daily bars · 26 decision points · 2007-04 to 2007-11 · Stocks
Key facts
This window spans 220 days with a peak-to-trough drawdown of 13.2% and a 55.9% run-up.
- Max drawdown
- −13.2%
- Max run-up
- +55.9%
- Duration
- 220 days
- Largest single-day move
- +5.9%
- Bars
- 150 Daily bars
- Decision points
- 26
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 Hang Seng Index in 2007 occupied a defining chapter of the 2000s bull market, as global liquidity surged and regional growth stories captivated investors. The 150-day window from 2007-04-13 to 2007-11-19 captures the index at a critical juncture, with participants navigating an environment where momentum could reverse sharply. What was at stake extended beyond mere returns—traders faced decisions about position sizing, risk tolerance, and the psychological discipline required when markets swing by 5.9% in a single session.
During this period, the index climbed from 20340.97 to 27460.17, delivering a 35.0% surge that tested conviction. Yet the journey was far from linear—a maximum drawdown of 13.2% punctuated the advance, reminding participants that exponential gains carry equally dramatic corrections. The largest single-bar move of 5.9% underscored the volatility that defines emerging market exposure during booms.
The scenario distills essential lessons in process, risk, and psychology. With 26 decision points including 9 critical moments, participants practice calibrating conviction against downside protection. The 13.2% peak-to-trough decline demonstrates how drawdowns erode confidence and test exit discipline. Ultimately, the replay cultivates emotional regulation—the ability to act methodically when markets swing by 5.9% in either direction, transforming historical volatility into structured learning for future decision-makers.