Crash · Hang Seng Index (2008)
From June 2008 to January 2009, the Hang Seng plunged 38.3% across 144 trading days of historic stress. Step into this replay, make 25 decision points day by day, and receive AI coach feedback in a simulated educational environment.
144 daily bars · 25 decision points · 2008-06 to 2009-01 · Stocks
Key facts
This window spans 213 days with a peak-to-trough drawdown of 54.9% and a 41.7% run-up.
- Max drawdown
- −54.9%
- Max run-up
- +41.7%
- Duration
- 213 days
- Largest single-day move
- +14.3%
- 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
By June 2008, global markets were already trembling under the weight of a collapsing US subprime mortgage crisis. The Hang Seng Index, Hong Kong's benchmark equity gauge, stood at 24375.76 as investors braced for mounting uncertainty. Over the coming months, Lehman Brothers' collapse would shatter remaining confidence, leaving traders and investors in one of the decade's most treacherous environments.
Between 2008-06-03 and 2009-01-02—a span of 144 trading days—the Hang Seng descended from 24375.76 to 15042.81, an outright decline of -38.3%. The damage ran deeper than the headline number: the index endured a maximum drawdown of 54.9%, with volatile swings including a single session swing of 14.3%. Throughout this period, 25 decision points emerged—9 deemed critical—demanding responses when the market's direction seemed impossibly unclear.
This replay invites you to navigate that chaos, testing your ability to maintain discipline when markets cascade. The experience exposes how losses accumulate, how volatility distorts judgment, and why adhering to a sound process matters when fear dominates. Each of the 25 decisions becomes a laboratory for examining risk tolerance, position sizing, and emotional resilience under genuine historical stress.
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