China National (Real Estate Climate Index, 1998+) Historical Replay: 2000-06 to 2002-11
Replay China's national property climate index across 30 monthly bars from June 2000, navigating a 3.1% max drawdown. You make choices at six decision points and receive an AI coach review after each simulated bar.
30 monthly bars · 6 decision points · 2000-06 to 2002-11 · Property
Key facts
Peak-to-trough drawdown of 3.1% with a 4.1% run-up.
- Max drawdown
- −3.1%
- Max run-up
- +4.1%
- Largest single-month move
- −1.3%
- Bars
- 30 Monthly bars
- Decision points
- 6
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 scenario recreates China's national property climate index during a critical transition period for the real estate market. Spanning 30 monthly bars from June 2000 through November 2002, this historical window captures the early dynamics of housing market commercialization that followed the 1998 reform. Participants must navigate this era while managing exposure to a sector still finding its footing in a newly market-oriented framework, where policy signals and economic data intertwined to shape sentiment.
The index delivered a modest overall return of 2.2%, closing at 104.9 from an opening of 102.69. Yet this benign aggregate figure concealed meaningful turbulence beneath the surface—a maximum drawdown of 3.1% tested participants' risk discipline at various points during the period. The largest single-bar move of 1.3% served as a reminder that even monthly data can surprise, demanding that participants remain attentive to volatility patterns rather than relying solely on directional bias.
Six decision points, including two marked as critical, required participants to apply consistent analytical frameworks rather than react to short-term price swings. This replay teaches that modest aggregate returns can mask significant intermediate volatility, and that navigating policy-sensitive sectors demands both disciplined position management and psychological resilience when drawdowns test conviction.
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