Crash · Shanghai Composite Index (2007)
Replay 144 bars of a Shanghai Composite rally turned tumble, with a peak-to-trough drawdown of 29.1% from 2007-07-09 to 2008-02-04. Step through each session, make your call at 25 decision points, and receive an AI coach review in this simulated training environment.
144 daily bars · 25 decision points · 2007-07 to 2008-02 · Stocks
Key facts
This window spans 210 days with a peak-to-trough drawdown of 29.1% and a 59.4% run-up.
- Max drawdown
- −29.1%
- Max run-up
- +59.4%
- Duration
- 210 days
- Largest single-day move
- +8.1%
- 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
The Shanghai Composite Index in mid-2007 represented one of the most dramatic bull-to-bear transitions in Chinese market history. Over approximately seven months from July 2007 to February 2008, traders and investors faced a market defined by aggressive policy shifts and extreme volatility. The stakes were enormous: positioning decisions made during this period could mean the difference between capturing significant gains and suffering substantial losses. This scenario captures the tension between greed and fear that characterized one of the market's most challenging eras.
The numbers tell a story of dramatic reversal. The index rose from 3883.22 to 4672.17, representing a 20.3% gain over the 144 daily bars. However, this headline figure obscures a harrowing journey that included a maximum drawdown of 29.1% and the largest single-bar move of 8.1%. Within this period, traders encountered 25 decision points, 9 of which were deemed critical, testing their ability to navigate rapidly shifting conditions and respond to policy surprises.
This replay scenario excels as a training tool because it forces participants to confront the psychological challenges of volatile markets without the safety net of actual capital. Decision-makers must develop disciplined processes for managing risk during large intraday swings while avoiding emotional reactions to sudden policy changes or market movements. The experience hones the ability to maintain composure when facing drawdowns and to make rational choices when outcomes remain uncertain.