Collapse · Hang Seng Index (2007)
Replay 148 days of the 2007 Hang Seng tumble, which clipped a 17.8% drawdown despite a 39.3% close-to-close rise. Walk through 25 decision points—9 critical—day by day, submit your choices, then receive an AI coach review of how policy and volatility shaped each bar.
148 daily bars · 25 decision points · 2007-05 to 2007-12 · Stocks
Key facts
This window spans 213 days with a peak-to-trough drawdown of 17.8% and a 55.9% run-up.
- Max drawdown
- −17.8%
- Max run-up
- +55.9%
- Duration
- 213 days
- Largest single-day move
- +5.9%
- Bars
- 148 Daily bars
- Decision points
- 25
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 mid-2007 sat at the crossroads of a global liquidity surge and mounting credit concerns. From May 8 through December 7, 148 daily bars captured a market navigating policy uncertainty, as subprime tensions began reshaping risk sentiment worldwide. For traders replaying this era, the question was not merely directional but structural: how does one position when policy signals conflict with momentum?
The close-to-close arithmetic tells a story of resilience misread as stability. The index rose from 20706.35 to 28842.47, delivering a 39.3% gain over the period. Yet this aggregate figure concealed a 17.8% maximum drawdown and a largest single-bar move of 5.9%, revealing that the path between entry and exit was anything but smooth. Participants faced 25 decision points, 9 of which proved critical, demanding recalibration as the regime shifted between risk-on exuberance and sudden risk-off reversals.
This replay trains the decision loop: process over prediction. The 2000s context reminds us that headline returns rarely reflect the psychological toll of intra-period volatility. Trainees learn to separate aggregate outcome from decision quality, practicing risk framing and emotional discipline when policy headlines collide with position P&L in real time.