Inflation · Shanghai Composite Index (2010)
Replay 150 daily bars on the Shanghai Composite from July 2010 to March 2011, a period that absorbed a 15.3% drawdown as inflation forced a policy pivot. Step through each decision point under our AI coach's review in a simulated, educational market-replay.
150 daily bars · 26 decision points · 2010-07 to 2011-03 · Stocks
Key facts
This window spans 230 days with a peak-to-trough drawdown of 15.3% and a 22.7% run-up.
- Max drawdown
- −15.3%
- Max run-up
- +22.7%
- Duration
- 230 days
- Largest single-day move
- −5.2%
- 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
The Shanghai Composite Index entered July 2010 facing a familiar adversary: accelerating inflation. As consumer prices climbed across China, monetary authorities signaled a tightening bias, creating uncertainty for equity markets. Investors braced for potential rate hikes and reserve requirement increases, understanding that policy shifts would test portfolio resilience. This 150-trading-day replay captures the market's journey through that volatility, with 26 decision points — 9 deemed critical — demanding careful navigation.
Despite the headwinds, the index closed the period at 2897.3, having risen from 2637.5 for a cumulative gain of 9.9%. Yet this outcome obscured considerable turbulence: a maximum drawdown of 15.3% tested risk management discipline, while the largest single-day swing of 5.2% revealed how policy uncertainty could whip prices. Participants who panicked at early drawdowns locked in losses, while those who held with disciplined position sizing captured the eventual recovery.
This replay sharpens decision training across three dimensions. Process discipline requires adhering to entry and exit rules regardless of headlines. Risk calibration demands sizing positions so that a 15.3% drawdown remains survivable within a broader strategy. Emotionally, the scenario teaches that policy-driven volatility is often transitory; letting fear dictate exits during the largest single-day moves means missing the subsequent rebound. The 26 decision points — particularly the 9 critical junctures — serve as repeated drills in staying analytical when certainty is scarce.