China National (Real Estate Climate Index, 1998+) Historical Replay: 2015-09 to 2018-05
Replay China's national real-estate climate index from September 2015 through May 2018, a span of 30 monthly bars that moved 8.8% from 93.4 to 101.62. Step through each decision point day by day, weigh the policy signals, and receive an AI coach review in a simulated training environment.
30 monthly bars · 6 decision points · 2015-09 to 2018-05 · Property
Key facts
Peak-to-trough drawdown of 0.6% with a 9.0% run-up.
- Max drawdown
- −0.6%
- Max run-up
- +9.0%
- 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
The scenario replays China's national real-estate climate index through a critical policy tightening phase spanning September 2015 to May 2018, a 30-month journey across the 2010s. Participants faced a market caught between ongoing property demand and intensifying regulatory controls. The central tension was how to interpret successive rounds of purchase restrictions and cooling measures while the broader economic backdrop remained supportive of real estate. This period tested whether market operators could distinguish between temporary price reactions and structural shifts driven by policy.
The index closed at 101.62, rising from an opening of 93.4 for a total return of 8.8% over the full span. Remarkably, the maximum drawdown remained a shallow 0.6%, suggesting that sharp declines were quickly absorbed. The largest single-bar move of 6.3% revealed moments when policy headlines produced outsized market reactions. Across six decision points, with two deemed critical, the replay forced participants to act on incomplete information as restrictions intensified and the market transitioned into a prolonged sideways pattern.
For decision training, this scenario illustrates the psychological discipline required when regulation overrides fundamentals. The low drawdown teaches that patient positioning can survive policy-driven volatility, while the occasional 6.3% swings remind practitioners that news-driven noise demands calibrated responses rather than reflexive exits. The core lesson centers on process: maintaining conviction through a sideways market, respecting drawdown limits, and avoiding the trap of overtrading during periods when price discovery is dominated by policy signals rather than organic demand.