Regulation · Shanghai Composite Index (2015)
Trade through 144 days of the 2015 Shanghai Composite, a -19.4% plunge with 43.3% max drawdown. Replay each bar, face 9 pivotal decision points, and receive an AI coach review—simulated capital, educational only.
144 daily bars · 25 decision points · 2015-04 to 2015-11 · Stocks
Key facts
This window spans 212 days with a peak-to-trough drawdown of 43.3% and a 25.6% run-up.
- Max drawdown
- −43.3%
- Max run-up
- +25.6%
- Duration
- 212 days
- Largest single-day move
- −8.5%
- 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 spring 2015, the Shanghai Composite Index was surging toward historic highs before regulators intervened with index futures trading restrictions designed to cool speculative fervor. This replay covers 144 trading days from April 27 to November 25, 2015, a period when the market's trajectory reversed sharply. Participants face the challenge of navigating a market shaped by policy signals amid extreme volatility, with 25 decision points and 9 critical junctures testing their ability to adapt.
The index closed the period at 3647.93, down from 4527.4—a retreat of -19.4%. The journey was far from smooth, with maximum drawdown reaching 43.3% and the largest single-day swing hitting 8.5%. These figures capture a market caught between bullish momentum and the braking force of policy intervention, delivering moves that would have tested even seasoned participants.
For decision training, this scenario forces confrontation with policy-driven volatility—a distinct category of risk where regulatory announcements can invert market direction overnight. The -19.4% decline and 43.3% drawdown underscore the cost of ignoring systemic signals. Participants must practice discipline: sizing positions to survive the 8.5% intraday shock, recognizing when momentum aligns with policy rather than fighting it. Psychology matters as much as analysis when the market reprices rapidly around regulatory news.