Policy · Shanghai Composite Index (2008)
Replay the Shanghai Composite from December 2007 to July 2008, when the index plunged 43.5% amid sweeping policy shifts. You navigate 25 decision points across 144 daily bars, with AI coach feedback on every choice in simulated capital.
144 daily bars · 25 decision points · 2007-12 to 2008-07 · Stocks
Key facts
This window spans 216 days with a peak-to-trough drawdown of 51.8% and a 21.5% run-up.
- Max drawdown
- −51.8%
- Max run-up
- +21.5%
- Duration
- 216 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 in late 2007 stood at historic highs as China's economy boomed. Between December 2007 and July 2008, a confluence of domestic policy shifts and global financial turbulence created one of the market's most volatile periods. Navigating this landscape meant confronting rapid regime changes—monetary tightening, regulatory adjustments, and the early ripples of the global financial crisis—with significant capital at stake.
The index plummeted 43.5% from 5091.76 to 2875.45 over 144 daily bars. Maximum drawdown reached 51.8%, while the largest single-bar move hit 9.3%, underscoring the extreme intraday swings that characterized this era. Every rally was met with fresh selling pressure, and policy surprises could reverse trends within days.
This replay places you at 25 decision points, with 9 flagged as critical, demanding continuous reassessment of risk exposure. The lesson is not about predicting policy but about building a disciplined process: how you size positions, when you cut losses, and how you manage psychology when drawdowns exceed expectations. Mastering these decisions in simulated capital is what transforms historical volatility into transferable skill.