Policy · Shanghai Composite Index (2022)
Replay 144 turbulent daily bars of the Shanghai Composite from December 2021, when a 21.6% drawdown tested every policy assumption. Walk through 25 decision points, nine marked critical, and receive an AI coach review of each simulated call.
144 daily bars · 25 decision points · 2021-12 to 2022-07 · Stocks
Key facts
This window spans 217 days with a peak-to-trough drawdown of 21.6% and a 18.1% run-up.
- Max drawdown
- −21.6%
- Max run-up
- +18.1%
- 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 December 2021 navigating the treacherous intersection of slowing economic growth and aggressive monetary easing. This 144-trading-day replay captures a period when reserve requirement cuts and other policy tools were deployed to counteract mounting headwinds. For participants, the central tension lies in interpreting whether policy support signals a bottom—or merely delays an inevitable re-pricing.
The index closed the replay window at 3313.58, representing a -7.7% decline from its 3589.31 opening level. Yet this aggregate figure conceals the true severity of the journey: a maximum drawdown of 21.6% tested portfolios, while the largest single session move of 5.1% demanded Split-second conviction from any position holder. Throughout this turbulent stretch, participants confronted 25 decision points, nine of which the scenario flags as critical inflection moments where directional conviction would be severely examined.
This replay strips away the comfort of hindsight to expose genuine decision-making under uncertainty. Participants must navigate the lag between policy announcement and market absorption, manage risk across periods of extreme volatility, and resist the psychological pull of recency bias when prices extend their decline. The nine critical nodes function as concentrated stress tests, each demanding clarity on whether prevailing prices reflect temporary dislocation or fundamental regime change. Processing these lessons builds the disciplined framework necessary to function when conventional wisdom proves inadequate.