Crisis · Shanghai Composite Index (2024)
Replay 144 daily bars across a Shanghai Composite drawdown of 13.7% from late 2023 into early 2024. Step into 25 decision points as Chinese equity policy shifts reshape the tape, and let the AI coach review your simulated calls.
144 daily bars · 25 decision points · 2023-09 to 2024-04 · Stocks
Key facts
This window spans 222 days with a peak-to-trough drawdown of 13.7% and a 14.2% run-up.
- Max drawdown
- −13.7%
- Max run-up
- +14.2%
- Duration
- 222 days
- Largest single-day move
- +3.2%
- 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 chapter from mid-September 2023 through late April 2024, a period when Chinese equity policy shifted course repeatedly, injecting uncertainty into what had been a relatively stable tape. 144 daily trading sessions provided the canvas for this episode, with 25 discrete decision points punctuating the calendar—nine of them marked as critical junctures where policy signals could have amplified volatility or shifted sentiment. Investors navigating this environment faced the challenge of calibrating positions without the benefit of knowing which policy announcement might next reshape market expectations.
Over the full span, the index closed at 3117.74 and retreated to 3044.82, yielding a net decline of just 2.3%. Yet that modest headline figure concealed the true stress test: a maximum intraday drawdown of 13.7% tested risk discipline, while the largest single session swing of 3.2% underscored how quickly sentiment could reverse when policy headlines broke.
For decision trainees, the episode distills into three lessons. First, headline performance masks the internal friction of managing risk through a 13.7% drawdown without panic. Second, nine critical decision points remind us that policy-driven markets demand frameworks for acting under incomplete information. Third, the psychology of staying rational when a single day moves 3.2%—and then deciding whether to hold, add, or reduce—separates disciplined replayers from those merely watching history. The goal is not to predict policy but to train the process that survives it.