Bubble · Shanghai Composite Index (2007)
Step into 150 trading days of the 2007 Shanghai Composite surge, where a single 8.3% move rewrites the tape. You will replay each session, face 26 decision points, and receive AI coach feedback in a simulated educational environment.
150 daily bars · 26 decision points · 2007-05 to 2007-12 · Stocks
Key facts
This window spans 216 days with a peak-to-trough drawdown of 21.2% and a 68.5% run-up.
- Max drawdown
- −21.2%
- Max run-up
- +68.5%
- Duration
- 216 days
- Largest single-day move
- −8.3%
- Bars
- 150 Daily bars
- Decision points
- 26
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 the spring of 2007, the Shanghai Composite Index entered one of its most volatile chapters. Over 150 trading days spanning from May 16 to December 18, the blue-chip gauge hovered at the epicenter of a speculative fever that would define the 2000s decade for Chinese equities. The market had already climbed dramatically, and participants faced the challenge of navigating a bubble that could burst at any moment, with policy signals mixed and sentiment swinging between euphoria and fear.
The close price moved from 3986.04 to 4836.17, delivering a 21.3% gain over the period. Yet this headline number obscures the turbulence beneath: the market endured a max drawdown of 21.2%, and a single session produced an 8.3% move that rewrote the tape. Within the 150 daily bars, traders confronted 26 decision points, of which 9 were critical moments demanding immediate judgment. The distance between the peak and the subsequent valley tested every position and every conviction held during the ascent.
For decision training, this scenario strips away hindsight and forces participants to act without knowing what comes next. The 21.2% drawdown teaches that gains can evaporate swiftly, the 8.3% single-bar swing exposes overconfidence in intraday stability, and the concentration of critical points reminds us that outcomes hinge on a handful of pivotal choices. Players must practice sizing positions, cutting losses, and managing the psychological pressure of rapid fluctuations, all within a historical episode that remains a cautionary chapter in market memory.