Pandemic · Shanghai Composite Index (2022)
Shanghai's 2022 lockdown hammered the SSE Composite, erasing 11.3% across 150 trading days with a 20.8% peak drawdown. Replay this pandemic-era volatility day by day, tackle 26 decision points, and receive an AI coach review in a simulated, educational environment.
150 daily bars · 26 decision points · 2021-12 to 2022-08 · Stocks
Key facts
This window spans 225 days with a peak-to-trough drawdown of 20.8% and a 18.1% run-up.
- Max drawdown
- −20.8%
- Max run-up
- +18.1%
- Duration
- 225 days
- Largest single-day move
- −5.1%
- Bars
- 150 Daily bars
- Decision points
- 26
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 late 2021, investors holding positions in Chinese equities faced an increasingly uncertain outlook as Shanghai prepared for what would become one of the most disruptive city lockdowns of the pandemic era. The SSE Composite Index, representing the broad Shanghai market, would be tested across 150 trading days spanning from December 2021 through August 2022. For participants in this replay, the stakes were clear: navigate a period defined by policy-driven volatility with simulated capital and no real losses—only educational consequences.
The index closed the period at 3186.27, down 11.3% from its starting level of 3593.6. The journey was far more turbulent than the headline figure suggests, with a peak drawdown of 20.8% exposing positions to severe stress. The largest single trading day move of 5.1% demonstrated how quickly sentiment could shift as news flow around lockdown duration and economic impact evolved. Across these 150 bars, traders encountered 26 decision points—9 of them critical—requiring repeated choices about position sizing, risk management, and whether to hold, reduce, or add exposure during an unprecedented social experiment.
This replay teaches that pandemic-era policy risks demand both systematic process and psychological resilience. The 20.8% drawdown serves as a reminder that tail risks can materialize gradually rather than all at once, testing conviction over weeks rather than minutes. With 26 decision points embedded in authentic historical data, participants practice calibrating size to conviction, managing fear during prolonged drawdowns, and resisting the urge to act on daily headlines. The goal is not to achieve a perfect score but to develop repeatable habits that translate across future volatile periods in any market.