Crash · Shanghai Composite Index (2008)
Replay the Shanghai Composite's brutal 2007–2008 crash across 144 daily bars, with the index plunging -35.8% from 5692.75 to 3656.84. Step through 25 decision points day-by-day, face 9 critical junctures, and receive an AI coach review in this simulated, educational market replay.
144 daily bars · 25 decision points · 2007-10 to 2008-05 · Stocks
Key facts
This window spans 213 days with a peak-to-trough drawdown of 49.2% and a 21.5% run-up.
- Max drawdown
- −49.2%
- Max run-up
- +21.5%
- Duration
- 213 days
- Largest single-day move
- +9.3%
- 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 had reached extraordinary levels by October 2007, fueled by years of rapid economic expansion and a wave of new domestic participants entering the market. The period spanning from 2007-10 to 2008-05 represented a critical turning point when China's equity markets confronted mounting headwinds and the beginning of a sustained contraction. For traders and investors, this era placed them at the center of one of the most punishing declines the SSE had ever recorded, demanding composure and discipline under extreme pressure.
Between 2007-10-08 and 2008-05-08, across 144 daily bars, the index fell from 5692.75 to 3656.84, a decline of -35.8%. The maximum drawdown reached 49.2%, with the largest single-bar move hitting 9.3%. Throughout this severe contraction, participants faced 25 decision points, of which 9 were critical junctures that required careful judgment or decisive action.
This replay tests the fundamentals of decision-making under stress: sizing, timing, and emotional regulation when portfolio values erode rapidly. Participants learn that process discipline matters more than predictions, that accepting losses early protects capital for future opportunities, and that psychological resilience distinguishes durable traders from those who exit at the worst moments. Studying this historical episode sharpens awareness of how market regimes can shift abruptly and why adherence to sound risk principles is essential when volatility accelerates.