Policy · Hang Seng Index (2024)
Replay 144 daily bars of the Hang Seng Index spanning June 2024 to January 2025, absorbing a 17.1% drawdown and a 9.4% single-bar shock. Step through 25 decision points, including 9 critical ones, and receive AI coach feedback in this simulated educational market replay.
144 daily bars · 25 decision points · 2024-06 to 2025-01 · Stocks
Key facts
This window spans 211 days with a peak-to-trough drawdown of 17.1% and a 38.8% run-up.
- Max drawdown
- −17.1%
- Max run-up
- +38.8%
- Duration
- 211 days
- Largest single-day move
- −9.4%
- 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 replay transports traders to a pivotal six-month stretch of policy-driven volatility in Hong Kong's equity market. Between June 2024 and January 2025, the index confronted a landscape where policy announcements could trigger swift, substantial market reactions. Participants entering this replay faced the central challenge of navigating uncertainty: making calibrated decisions when the policy backdrop remained in flux and directional cues were difficult to read. The era demanded both patience and readiness, as positions could face sudden stress without warning.
By the replay's conclusion on January 8, 2025, the index had advanced from 18,176.34 to 19,279.84—a modest 6.1% net gain. Yet this headline figure obscures the turbulence beneath. A 17.1% maximum drawdown tested portfolio endurance, while a single trading session delivered a 9.4% shock, illustrating how policy surprises could produce extreme intraday dislocation. Across 144 daily bars, the index oscillated between sharp rallies and abrupt selloffs, rewarding neither passive holding nor reactive trading alone.
This replay distills the experience into 25 decision points, nine deemed critical by the scenario designer. The training value lies not in predicting policy outcomes but in sharpening execution under pressure: sizing positions before volatility arrives, maintaining discipline through drawdowns, and avoiding impulsive moves after sudden spikes. The psychological dimension proves as demanding as the analytical one—holding conviction through a 17.1% peak-to-trough decline while the 9.4% single-bar jolt tests resolve. Participants emerge with sharper instincts for managing risk when the macro backdrop refuses to cooperate.