Collapse · Shanghai Composite Index (2013)
Replay 144 daily bars of the 2013 Shanghai Composite as it fell 8.5% into a 19.9% drawdown. Step into 25 decision points, especially 9 critical ones, as the simulated market closes 2212.52 for AI coach review.
144 daily bars · 25 decision points · 2013-02 to 2013-09 · Stocks
Key facts
This window spans 220 days with a peak-to-trough drawdown of 19.9% and a 13.5% run-up.
- Max drawdown
- −19.9%
- Max run-up
- +13.5%
- Duration
- 220 days
- Largest single-day move
- −5.3%
- 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
In early 2013, the Shanghai Composite Index entered a turbulent period as concerns over domestic liquidity conditions mounted. The market faced what observers at the time described as a cash crunch, creating an environment where funding pressures rippled through financial markets. Investors navigated uncertainty about systemic liquidity while the index began showing signs of strain. This scenario spans 144 daily bars from February to September, placing participants directly into a period of escalating market stress.
The numbers tell a stark story. The index fell from 2419.02 to 2212.52, representing a -8.5% decline over the data span. More tellingly, the maximum drawdown reached 19.9%, meaning anyone holding through the worst stretches experienced nearly a fifth of portfolio value erased. The largest single trading day saw a move of 5.3%, illustrating the volatility spikes that accompanied liquidity fears. These figures underscore that the aggregate decline understates the severity of intermediate drawdowns experienced by participants.
This replay offers hard lessons in process discipline under pressure. With 25 decision points including 9 flagged as critical, participants must confront how they manage risk when liquidity concerns dominate market psychology. The scenario tests whether decisions follow pre-defined rules or react to the emotional weight of mounting losses. Understanding position sizing before volatility regimes shift, and recognizing when market structure itself becomes the risk rather than just price direction, separates disciplined execution from reactive behavior. The historical record of 2013 Shanghai demonstrates that liquidity crises can produce outsized drawdowns that challenge even reasonable assumptions about diversification and correlation.
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