Boom · Hang Seng Index (2009)
Replay the Hang Seng's 29.6% climb from 15,044 to 19,502 across 150 trading days and 26 decision points, with nine critical calls. Step into each session, choose your moves, and receive an AI coach review of your simulated historical decisions.
150 daily bars · 26 decision points · 2008-12 to 2009-07 · Stocks
Key facts
This window spans 224 days with a peak-to-trough drawdown of 27.3% and a 71.9% run-up.
- Max drawdown
- −27.3%
- Max run-up
- +71.9%
- Duration
- 224 days
- Largest single-day move
- +7.4%
- 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
In late 2008, global markets were reeling from the worst financial crisis since the Great Depression. The Hang Seng Index had cratered to 15,044.87, battered by collapsing asset prices and freezing credit markets. As governments and central banks unleashed historic stimulus—including China's four-trillion-yuan infrastructure plan and the Federal Reserve's quantitative easing—investors faced a pivotal question: was this the bottom, or a dead-cat bounce? Replaying those 150 trading days from December 2008 to July 2009 places you inside that uncertainty, navigating a market scarred by crisis yet stirring from extraordinary policy intervention.
The index ultimately climbed 29.6% to 19,502.37, but the journey was anything but smooth. A brutal 27.3% max drawdown tested conviction, and one session alone saw a 7.4% swing that could devastate or enrich a portfolio overnight. Across 26 decision points—nine of them critical—you would have faced the grind of holding through pain, cutting losses, or adding exposure. Each choice carried compounding consequences in a market that swung between panic and euphoria.
This replay distills lessons in process, risk, and psychology. The 27.3% drawdown reminds us that even correct directional calls require survival mechanisms; a position too large destroys you before the thesis plays out. The 7.4% single-bar moves highlight the danger of intraday emotion. And the nine critical decision points underscore that in volatile recoveries, a handful of choices disproportionately shape outcomes. Training your simulated decisions here hones the discipline to act on conviction while managing the volatility that makes markets unpredictable.