China National (Real Estate Climate Index, 1998+) Historical Replay: 2016-03 to 2018-10
Replay 30 monthly bars of China's national property index from March 2016 to October 2018, capturing a modest 1.7% close-to-close move through six decision points. You step through each historical bar day by day, weigh two critical calls, and receive an AI coach review in a simulated, educational setting.
30 monthly bars · 6 decision points · 2016-03 to 2018-10 · Property
Key facts
Peak-to-trough drawdown of 0.6% with a 1.7% run-up.
- Max drawdown
- −0.6%
- Max run-up
- +1.7%
- Largest single-month move
- −0.6%
- 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
This scenario replays China's national property climate index from March 2016 to October 2018, a period when the market confronted significant policy shifts including destocking initiatives and shantytown renovation programs. The index began at 100.29, and participants faced six decision points amid evolving expectations. The era was defined by anticipation of substantial growth, yet the actual data would test whether participants could distinguish hype from genuine signals.
Over the 30-month replay, the index closed at 101.99, representing a modest 1.7% appreciation. The maximum drawdown reached just 0.6%, and the largest single-month move was also 0.6% — remarkably subdued volatility for a period nominally tagged as a boom. Two critical decision points challenged participants to act on price action rather than prevailing sentiment.
This replay trains decision-makers to confront the gap between narrative and data. When headlines suggest boom conditions, the actual index movement may tell a different story. The tight 0.6% drawdown demanded disciplined risk management and resistance to overtrading in quiet markets. Participants learn that prudent positioning under low-volatility regimes and objective assessment of price action over sentiment form the foundation of sound judgment in simulated environments.
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