Inflation · Hang Seng Index (2008)
The Hang Seng Index slid from 29345.45 to 21805.81 between December 2007 and July 2008 as food-price inflation rippled through Hong Kong markets. Replay 144 daily bars across 25 decision points, receive an AI coach review of your decisions, and study how policy shocks unfold in simulated historical conditions.
144 daily bars · 25 decision points · 2007-12 to 2008-07 · Stocks
Key facts
This window spans 217 days with a peak-to-trough drawdown of 28.7% and a 24.6% run-up.
- Max drawdown
- −28.7%
- Max run-up
- +24.6%
- Duration
- 217 days
- Largest single-day move
- +10.7%
- Bars
- 144 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 entered December 2007 at 29345.45, poised at a moment when global food-price inflation was beginning to strain consumer budgets across Asia. Hong Kong, a market highly sensitive to commodity imports and cross-border capital flows, faced a policy environment shaped by tightening monetary conditions worldwide. The 144 trading days ahead would test every participant's ability to navigate a sustained bearish regime under the weight of inflationary shocks.
What unfolded was a decline of -25.7%, with the index closing at 21805.81 by July 2008. The journey was marked by a maximum drawdown of 28.7% and moments of acute volatility, including a single trading day that moved as much as 10.7%. Across 25 decision points—9 of them critical—the market offered repeated inflection moments where risk management and position sizing determined survival versus significant capital impairment. The compression was relentless, offering few respite intervals.
This replay forces participants to confront a core challenge: how to manage risk when the macro backdrop provides no clear floor. The -25.7% total decline and 28.7% peak-to-trough drawdown exceed typical expectations, demanding pre-defined exit thresholds and position limits calibrated to withstand extended adverse moves. The 10.7% single-bar move illustrates that tail events are not theoretical—they arrive without warning. Studying this period sharpens the ability to distinguish between temporary dislocations and structural regime shifts, a judgment call that defines long-term performance in volatile markets.