Commodity Shock · Shanghai Composite Index (2008)
Replay a brutal 2008 Shanghai Composite collapse of -46.4% across 150 daily bars with a 54.6% drawdown. You make the calls at 26 decision points and receive AI coach feedback on each, simulated for education only.
150 daily bars · 26 decision points · 2008-04 to 2008-11 · Stocks
Key facts
This window spans 220 days with a peak-to-trough drawdown of 54.6% and a 21.5% run-up.
- Max drawdown
- −54.6%
- Max run-up
- +21.5%
- Duration
- 220 days
- Largest single-day move
- +9.5%
- 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 April 2008 the Shanghai Composite Index faced a mounting commodity shock and tightening policy backdrop. The market had surged to elevated levels during the 2000s, but a peak in oil prices and slowing global growth began to pressure Chinese equities. Investors entering this period confronted a treacherous environment where macroeconomic signals were deteriorating and policy responses remained uncertain, setting the stage for a severe unwinding.
From April 7, 2008 to November 13, 2008, across 150 daily bars, the index collapsed from 3599.62 to 1927.61, a decline of -46.4%. The maximum drawdown reached 54.6%, with the largest single-bar move hitting 9.5%. This was one of the most brutal contractions the Shanghai Composite endured during the 2000s, eroding years of gains in a matter of months.
This replay places you at 26 decision points, 9 of them critical, asking how you would navigate each inflection. The scenario trains you to manage risk under extreme duress, recognize cascading effects from commodity-driven shocks, and maintain discipline when facing a 54.6% drawdown. It is a stark reminder that process and psychology matter more than prediction in volatile markets.
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