Policy · Shanghai Composite Index (2007)
A single policy headline pushed the Shanghai Composite from a 76.5% rally into a 16.6% drawdown in early 2007. Replay 144 daily bars, navigate 25 decision points, and receive AI coach feedback through simulated historical market days.
144 daily bars · 25 decision points · 2007-01 to 2007-08 · Stocks
Key facts
This window spans 215 days with a peak-to-trough drawdown of 16.6% and a 78.5% run-up.
- Max drawdown
- −16.6%
- Max run-up
- +78.5%
- Duration
- 215 days
- Largest single-day move
- −8.8%
- Bars
- 144 Daily bars
- Decision points
- 25
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 2007, the Shanghai Composite Index was experiencing one of its most explosive bull runs in history. Chinese equities had captured global attention as mainland markets surged, attracting both domestic retail investors and international capital. The era represented a critical juncture for the Chinese financial market, testing the ability of market participants to navigate an increasingly powerful but volatile equity market. The period from January to August 2007 encapsulated the promise and peril of this market dynamic.
A single policy headline fundamentally altered the trajectory of the Shanghai Composite during this 144-bar replay. The index had climbed from 2641.33 to 4663.16, representing a 76.5% gain in mere months. However, a stamp tax increase announcement triggered a dramatic reversal, with the largest single-day move reaching 8.8%. The market subsequently experienced a maximum drawdown of 16.6%, transforming what seemed like unstoppable momentum into a sharp correction. This episode demonstrated how quickly policy risk can override technical analysis and fundamental value in emerging markets.
This replay scenario places traders at 25 decision points, including 9 critical junctures, forcing real-time responses to evolving conditions. Participants must learn to balance position sizing against sudden volatility spikes, manage emotional responses when paper gains evaporate, and recognize that policy announcements can invalidate even the most bullish technical setups. The lesson is clear: in markets where regulatory decisions carry outsized influence, process discipline and risk management matter more than directional conviction.