China National (Real Estate Climate Index, 1998+) Historical Replay: 2005-03 to 2007-08
Replay China's national property index from March 2005 to August 2007, when the 国房景气指数 climbed from 102.43 to 104.48. Step through monthly decision points, navigate a 2.6% drawdown, and receive AI coach feedback in a fully simulated, educational environment.
30 monthly bars · 6 decision points · 2005-03 to 2007-08 · Property
Key facts
Peak-to-trough drawdown of 2.6% with a 3.8% run-up.
- Max drawdown
- −2.6%
- Max run-up
- +3.8%
- Largest single-month move
- +1.4%
- 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 national property sentiment index distills the health of China's vast real estate sector into a single monthly read. From March 2005 to August 2007, this market was navigating a structural expansion phase as urbanization accelerated and investment capital sought real asset exposure. This 30-month replay drops participants into that environment, requiring them to act on six decision points amid the noise of monthly data while the broader 2000s decade unfolded around them.
Over the full span, the index advanced from 102.43 to 104.48—a mere 2.0% gain that belies the underlying tension. The period featured a 2.6% maximum drawdown and a largest single-bar move of 1.4%, creating moments where positions came under pressure. Participants faced two critical decision points that could have shifted outcomes meaningfully, set against the quiet backdrop of modest aggregate appreciation.
This scenario teaches that calm-looking markets carry hidden volatility that tests emotional discipline. Trainees learn to separate temporary fluctuations from genuine trend shifts, recognizing that patience during consolidation can be as valuable as capturing directional moves. The critical decisions remind us that process and risk calibration matter more than outcome in training environments, building the psychological resilience needed when markets grind sideways despite structural tailwinds.
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