Collapse · Shanghai Composite Index (2008)
Between June and December 2008, the Shanghai Composite fell 46.0% from 3369.91 to 1820.81 in a historic global selloff. Step into the chaos, navigate 25 decision points across 144 trading days, and receive AI coach feedback on your simulated choices.
144 daily bars · 25 decision points · 2008-06 to 2008-12 · Stocks
Key facts
This window spans 210 days with a peak-to-trough drawdown of 49.4% and a 22.5% run-up.
- Max drawdown
- −49.4%
- Max run-up
- +22.5%
- Duration
- 210 days
- Largest single-day move
- +9.5%
- 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
In June 2008, the global financial crisis was accelerating into its most destructive phase. The Shanghai Composite Index stood at 3369.91, reflecting relative stability at a moment when systemic risks were quietly building across global markets. As the world's second-largest economy began showing strain, investors faced mounting uncertainty about the future direction of Chinese equities and the broader economy's resilience.
The subsequent six months delivered a historic decline. By December 31, 2008, the index had collapsed to 1820.81, representing a -46.0% loss. The maximum drawdown reached 49.4%, with the largest single session decline hitting 9.5%. Across 144 trading days, participants encountered 25 decision points, of which 9 were classified as critical moments requiring decisive action.
This period offers a stark case study in decision-making under pressure. Participants must navigate cascading uncertainty, managing positions while emotional responses to rapid losses threatened rational judgment. The scenario tests whether one can maintain disciplined risk management when conventional analysis fails and markets move beyond historical norms. It is a reminder that survival in extreme volatility depends less on predicting outcomes than on having a repeatable process that accounts for the psychological toll of watching a portfolio fall nearly fifty percent.
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