Policy · Shanghai Composite Index (2022)
Replay 144 daily bars of the Shanghai Composite Index from November 2021 to June 2022, tracking a 21.6% maximum drawdown. Step through each session, navigate 25 decision points, and receive an AI coach review of your simulated policy-driven choices.
144 daily bars · 25 decision points · 2021-11 to 2022-06 · Stocks
Key facts
This window spans 217 days with a peak-to-trough drawdown of 21.6% and a 13.8% run-up.
- Max drawdown
- −21.6%
- Max run-up
- +13.8%
- Duration
- 217 days
- Largest single-day move
- −5.1%
- 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
The Shanghai Composite Index entered a turbulent phase from November 2021 to June 2022, spanning 144 daily trading bars across a period shaped by shifting policy signals and macroeconomic uncertainty. Investors replaying this scenario face a market where policy-driven volatility became the defining characteristic, requiring them to navigate a complex landscape without the benefit of hindsight.
Over the full period, the index closed at 3498.63 and ended at 3255.55, representing a net decline of 6.9%. Yet the headline number obscures the journey: the market experienced a maximum drawdown of 21.6%, with the largest single session move reaching 5.1%. Participants encountered 25 decision points, of which 9 were flagged as critical, demanding choices that could significantly alter their simulated outcomes.
This replay teaches that policy-driven markets demand both process discipline and psychological resilience. Traders must develop frameworks for interpreting official communications while managing the emotional strain of significant drawdowns. The scenario's value lies not in predicting outcomes but in training decision-makers to act systematically under uncertainty, refining their risk calibration and emotional control when facing rapid, policy-induced shifts in market direction.