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Default · Shanghai Composite Index (2022)

StocksSSE CompositeCNPolicy2021-09 to 2022-04Difficulty 3/5FreeView charts

Replay 144 days of a Shanghai Composite drawdown that erased 15.7% from 3662.6 to 3086.92 amid policy-driven volatility. Step through 25 decision points, including 9 critical ones, and receive an AI coach review of your choices in this simulated educational exercise.

144K lines
25Decision points
3Difficulty
DailyGranularity

144 daily bars · 25 decision points · 2021-09 to 2022-04 · Stocks

Key facts

This window spans 220 days with a peak-to-trough drawdown of 16.8% and a 7.2% run-up.

Max drawdown
−16.8%
Max run-up
+7.2%
Duration
220 days
Largest single-day move
−4.9%
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

How to play
  1. The market advances day by day. You only see candles up to the current day — as if you were really there.

  2. At key decision points choose Buy / Trim / Exit / Hold. Each decision advances the timeline by one day.

  3. 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 a challenging phase from September 2021 through April 2022, a period marked by policy-driven volatility against a backdrop of spreading defaults in the real estate sector. As one of Asia's most closely watched benchmarks, the index encapsulates the sentiment of China's A-share market during a time when regulatory uncertainty weighed heavily on investor confidence. This 144-trading-day window presents a comprehensive case study in navigating sustained directional pressure.

Over this period, the index declined from 3662.6 to 3086.92, a cumulative loss of 15.7%. The maximum drawdown reached 16.8%, with the largest single trading day seeing a move of 4.9%. Participants face 25 decision points throughout the replay, of which 9 are designated as critical junctures where positioning choices carry heightened consequence. This structure forces engagement with both the slow erosion of a prolonged downturn and the sharp volatility spikes that accompany policy headlines.

For decision training, this scenario sharpens several competencies: maintaining disciplined risk management when facing extended drawdowns, resisting the urge to average down in a declining trend, and calibrating position sizing to survive periods of elevated single-day swings. The psychological dimension—managing fear and preserving decision quality under sustained pressure—proves as vital as any technical analysis. Success here requires a clear process, predefined thresholds, and emotional equilibrium that keeps execution aligned with strategy.