China National (Real Estate Climate Index, 1998+) Historical Replay: 2015-02 to 2017-09
Replay China's 2015-02 to 2017-09 housing boom across 30 monthly bars, where prices climbed 8.2% to 101.5. You step through each decision point and receive an AI coach review of your simulated calls.
30 monthly bars · 6 decision points · 2015-02 to 2017-09 · Property
Key facts
Peak-to-trough drawdown of 1.4% with a 9.8% run-up.
- Max drawdown
- −1.4%
- Max run-up
- +9.8%
- Largest single-month move
- +6.3%
- 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
In early 2015, China entered a new phase of its property cycle. The national housing prosperity index sat at 93.77 as policymakers unleashed a fresh round of monetary easing and housing liberalization measures. This 30-month replay captures a critical segment of the 2015-2021 leverage bull market, placing you at six decision points where the macro backdrop was supportive but the pace of gains remained measured.
The index closed the period at 101.5, a cumulative advance of 8.2% spread across 30 monthly bars. This was not a dramatic rally. The maximum drawdown was a shallow 1.4%, and the largest single monthly move topped out at 6.3%. The journey was calm by typical property standards, rewarding patience and discipline over bold directional bets.
This scenario is a laboratory for process over outcome. With only 1.4% peak-to-trough stress and modest monthly swings, the real test is not survival but calibration. Six decision points, two flagged as critical, ask you to weigh policy signals against lagging price data. The lesson: even in a trending, low-volatility environment, every entry carries embedded assumptions about timing and position size that deserve explicit review.