China National (Real Estate Climate Index, 1998+) Historical Replay: 2018-03 to 2020-08
Replay 30 monthly bars of China's national property index from 2018-03 to 2020-08, navigating a 4.5% drawdown across six decision points. Step into each historical day, make your call, then receive an AI coach review of your simulated choices.
30 monthly bars · 6 decision points · 2018-03 to 2020-08 · Property
Key facts
Peak-to-trough drawdown of 4.5% with a 3.0% run-up.
- Max drawdown
- −4.5%
- Max run-up
- +3.0%
- Largest single-month move
- −2.9%
- 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 property market entered a complex transitional phase as the 2018-03 to 2020-08 window unfolded. Against a backdrop of policy recalibration, funding environment shifts, and evolving macro sentiment, the sector navigated from tightening pressures through the seasonal "small spring" rally of January 2019 and into new terrain. This 30-month replay placed participants at the center of six decision points where conviction and risk calibration were constantly tested.
Over the course of 30 monthly bars, the index closed at 100.38, slipping 1.1% from its 101.52 opening—a deceptively benign headline figure. Beneath the surface, participants endured a 4.5% maximum drawdown and confronted a 2.9% single-bar move that tested emotional resilience. The journey between start and finish was far rougher than the final outcome suggested.
For decision training, this scenario demonstrates that stable-looking markets can harbor significant volatility beneath the surface. The gap between headline returns and actual experience teaches the importance of sizing positions for drawdown survival rather than return optimization. Psychologically, navigating a period where losses accumulate before recovering demands discipline to evaluate process over outcome. The two critical decision points during this replay underscore that timing alone rarely determines long-term results—consistency of method under pressure does.
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