Commodity Shock · Shanghai Composite Index (2011)
Shanghai stocks shed 19.9% from 3010.52 to 2412.39 over 150 days of commodity-shock volatility in 2011. Replay each authentic trading day, face 26 decision points, and receive AI coach review in a simulated educational environment.
150 daily bars · 26 decision points · 2011-04 to 2011-11 · Stocks
Key facts
This window spans 221 days with a peak-to-trough drawdown of 23.0% and a 9.2% run-up.
- Max drawdown
- −23.0%
- Max run-up
- +9.2%
- Duration
- 221 days
- Largest single-day move
- −3.8%
- 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 2011, the Shanghai Composite Index stood at 3010.52, entering a period defined by global commodity shocks and policy uncertainty. The market faced crosscurrents from raw-material inflation, tightening monetary signals, and slowing global growth. For traders and investors, the stakes were high: navigate a structural repricing while managing positions in an environment where consensus was breaking down and volatility had become the dominant market character.
Over 150 trading days through late November 2011, the Shanghai Composite fell to 2412.39, a decline of -19.9%. The journey was not smooth: the index experienced a maximum drawdown of 23.0% and endured single-bar moves as large as 3.8%, reflecting sharp intraday reversals and news-driven gaps. Participants faced 26 decision points along the way, with 9 deemed critical moments where directional conviction was most severely tested.
This replay distills the experience of managing capital through a commodity-driven bear phase. Participants must practice sizing positions when drawdowns approach historical extremes, staying disciplined when the largest single-day moves create emotional pressure to act rashly. The scenario emphasizes that process matters more than prediction: accepting a -19.9% outcome as an acceptable worst-case scenario, rather than a failure, separates calculated risk-taking from reactive decision-making under stress.