Hang Seng Tech Downtrend Replay (2025-03-18 to 2025-04-07)
Replay a real Hang Seng Tech slide of 17.2% from 5.65 to 4.68 across 30 daily bars, including a 28.0% drawdown. You step through each historical trading day, face seven decision points, and receive an AI coach review of your simulated choices.
30 daily bars · 7 decision points · 2025-03 to 2025-04 · Stocks
Key facts
This window spans 42 days with a peak-to-trough drawdown of 28.0% and a 14.4% run-up.
- Max drawdown
- −28.0%
- Max run-up
- +14.4%
- Duration
- 42 days
- Largest single-day move
- −17.3%
- Bars
- 30 Daily bars
- Decision points
- 7
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 Tech Index entered a volatile period in early 2025 as global tech sentiment soured and capital rotated away from high-growth themes. The replay covers 30 trading days from March 5 to April 16, 2025, with the most intense pressure concentrated between March 18 and April 7. Participants face the challenge of navigating a sustained downtrend while managing risk in an environment where momentum can turn quickly.
Over the course of this 30-day period, the index fell from 5.65 to 4.68, a decline of 17.2%. The journey was far from linear: the maximum drawdown reached 28.0%, and the largest single-day move saw the index swing 17.3% in one session. Seven decision points punctuate the replay, three of them marked as critical, demanding participants reassess their positioning as conditions deteriorated.
The scenario tests several core competencies. First, it forces disciplined risk management—surviving a 28.0% drawdown requires sizing and hedging decisions made before losses compound. Second, it reveals how anchoring bias can trap participants who set entries based on higher prices. Third, the largest single-bar move reminds us that volatility itself becomes a decision variable; reacting emotionally to intraday spikes often leads to exits at the worst moments. By stepping through this historical period, participants learn to separate the process of decision-making from the outcome of price action.
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