China National (Real Estate Climate Index, 1998+) Historical Replay: 2009-04 to 2011-11
Replay China's national property climate index from April 2009 across 30 monthly bars, watching sentiment climb 5.4% despite a 5.7% drawdown. You step through each decision point in simulated history, test your reads, and receive AI coach feedback.
30 monthly bars · 6 decision points · 2009-04 to 2011-11 · Property
Key facts
Peak-to-trough drawdown of 5.7% with a 11.7% run-up.
- Max drawdown
- −5.7%
- Max run-up
- +11.7%
- Largest single-month move
- +2.1%
- 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 replay opens on China's national property climate index in April 2009, a moment when the market was recovering from global financial turbulence. Across 30 monthly bars spanning the 2000s and 2010s, participants navigate a period marked by the April 2010 purchase restrictions designed to cool an overheating market. The central question becomes: how do you read shifting sentiment when policy interventions create sudden inflection points?
The index closed at 94.76 and rose to 99.87, a modest 5.4% gain over the full span. This seemingly benign return masked a 5.7% maximum drawdown and a largest single-bar move of 2.1%, revealing that the path was far from smooth. Six decision points punctuated this journey, with two marked as critical, demanding participants assess whether sentiment had truly turned or merely paused.
The scenario sharpens skills in navigating regulatory-driven volatility. Participants learn to distinguish between temporary market friction and genuine sentiment shifts, especially when policy interventions create sudden but potentially short-lived pressure. Recognizing that large moves can be deceptive, traders develop discipline to avoid overreaction and maintain strategic patience during uncertain periods.
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