China National (Real Estate Climate Index, 1998+) Historical Replay: 2005-04 to 2007-09
Replay 30 monthly bars of China's national real-estate index from April 2005 through September 2007, when the index climbed only 2.7% amid 2.6% drawdowns. Step through each decision point, feel the policy chill, then receive an AI coach review of every choice in simulated training mode.
30 monthly bars · 6 decision points · 2005-04 to 2007-09 · Property
Key facts
Peak-to-trough drawdown of 2.6% with a 4.4% run-up.
- Max drawdown
- −2.6%
- Max run-up
- +4.4%
- 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
China's national real-estate climate index spans 30 monthly bars from April 2005 through September 2007. This was the era of the "National Eight Articles," Beijing's first coordinated macro tightening wave aimed at cooling an overheating property sector. For traders, the central question was whether policy headwinds would overwhelm demand fundamentals, and how to position when both bulls and bears faced structural uncertainty.
Over this 30-month stretch, the index moved from 102.26 to 104.99, a paltry 2.7% cumulative gain. The maximum drawdown measured 2.6%, while the largest single-month swing reached 1.4%. Six decision points punctuated the replay, two of which qualified as critical inflection moments. The market's torpor tested every momentum assumption, rewarding neither aggressive conviction nor passive indifference.
This replay sharpens three skills. First, it forces disciplined risk sizing in a sideways market where volatility appears modest yet erodes positions gradually. Second, it trains read of policy signals as discrete events, not background noise. Third, it exposes the psychological trap of boredom—traders who abandon process during quiet periods often miss the sudden shifts that matter most. Six decision points, two critical, offer repeated practice in calibration under ambiguity.
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