China National (Real Estate Climate Index, 1998+) Historical Replay: 2019-12 to 2022-05
Replay China's national property boom from 2019-12 to 2022-05, watching the index slip -5.6% across 30 monthly bars. Step through each decision point day-by-day, face 6 critical moments, and receive an AI coach review in this simulated historical exercise.
30 monthly bars · 6 decision points · 2019-12 to 2022-05 · Property
Key facts
Peak-to-trough drawdown of 5.8% with a 4.1% run-up.
- Max drawdown
- −5.8%
- Max run-up
- +4.1%
- Largest single-month move
- −3.5%
- 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 scene opens on China's national property climate index at the end of 2019, a moment of cautious optimism in the world's largest real estate market. The index sat at 101.27, reflecting a sector still absorbing pre-pandemic signals while the country entered an extraordinary test of economic resilience. Over the following 30 months — spanning the late 2010s and early 2020s — decision-makers would confront a market that defied simple narratives, testing their ability to read momentum against the backdrop of sweeping uncertainty.
By May 2022 the index had retreated to 95.56, a cumulative decline of -5.6% across those 30 monthly bars. The journey was not a straight line: the maximum drawdown reached 5.8%, and the largest single-bar move hit 3.5%, underscoring moments of acute volatility. Six decision points were embedded in this span, two of which the replay identifies as critical junctures where directional conviction and risk calibration mattered most.
This replay is a process laboratory. Each decision point forces participants to act without the comfort of hindsight, confronting the same ambiguous signals that shaped actual market behaviour. The takeaway is not whether one would have been right or wrong, but how well one maintained discipline, managed risk sizing relative to a 5.8% drawdown ceiling, and navigated the psychological tension between inertia and overreaction when 3.5% moves occur. The value lies in sharpening judgment through authentic historical pressure, not in predicting outcomes.