Pandemic · Hang Seng Index (2009)
Replay 144 Hang Seng daily bars spanning late 2008 through early 2009, a stretch that delivered a 31.2% rebound yet carved out a 27.3% drawdown. Step through decision points one day at a time, then receive an AI coach review of your choices in simulated capital.
144 daily bars · 25 decision points · 2008-12 to 2009-07 · Stocks
Key facts
This window spans 216 days with a peak-to-trough drawdown of 27.3% and a 66.5% run-up.
- Max drawdown
- −27.3%
- Max run-up
- +66.5%
- Duration
- 216 days
- Largest single-day move
- +8.7%
- 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 late 2008 in the aftermath of a global financial collapse, with investors navigating unprecedented uncertainty. This replay spans 144 trading days from December 4, 2008 through July 8, 2009—a period marked by both the lingering effects of the financial crisis and the emerging threat of a pandemic. The index's trajectory would test the resolve of any participant attempting to navigate its twists and turns.
The market ultimately delivered a 31.2% rebound, closing at 17721.07 from an opening of 13509.78, yet this recovery was anything but smooth. Participants faced a maximum drawdown of 27.3% and navigated the full 144 bars with 25 decision points—9 of them critical moments where positioning would have made the decisive difference between capital preservation and significant losses. A single day saw the index swing as much as 8.7%, capturing the kind of intraday volatility that can quickly erode conviction or create temptation to overtrade.
The scenario serves as a laboratory for examining how decision-making degrades under sustained pressure. Navigating a 27.3% drawdown while a market claws back 31.2% requires disciplined risk management, the ability to distinguish temporary disruptions from structural shifts, and psychological resilience when facing a pandemic-driven environment. Each of the 25 decision points mirrors real trading challenges: maintaining strategic clarity amid uncertainty, managing downside risk without abandoning potential recovery, and recognizing when conviction must override short-term market noise.