Inflation · Shenzhen Component Index (2004)
Between January and August 2004, the Shenzhen Component Index slid 13.9% as inflation pressures reshaped policy expectations. Replay each trading day, navigate 26 decision points, and receive a coach review in this simulated historical training environment.
150 daily bars · 26 decision points · 2004-01 to 2004-08 · Stocks
Key facts
This window spans 228 days with a peak-to-trough drawdown of 24.4% and a 12.8% run-up.
- Max drawdown
- −24.4%
- Max run-up
- +12.8%
- Duration
- 228 days
- Largest single-day move
- −3.8%
- 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 early 2004, China faced mounting inflation pressures as the economy showed signs of overheating. The Shenzhen Component Index, a benchmark of the mainland's second-largest stock exchange, began the year at elevated levels with investors uncertain about how monetary authorities would respond. Between January and August, this scenario places traders in the position of navigating 150 daily bars while policy expectations shifted against the backdrop of rising consumer prices.
The index declined from 3696.42 to 3182.53, representing a 13.9% loss over the period. However, the journey was far more turbulent than the headline figure suggests, with a maximum drawdown of 24.4% testing even patient participants. Volatility manifested through outsized daily swings, with the largest single-bar move reaching 3.8%. Across the 150 trading days, participants confronted 26 decision points, nine of which the platform flags as critical junctures where directional conviction and risk management intersect most acutely.
This historical stretch teaches several lessons in process over prediction. The 24.4% drawdown demonstrates how sustained pressure erodes conviction, making pre-defined exit strategies and position sizing vital. The 3.8% intraday spikes underscore that volatility clusters can obscure genuine signals, demanding disciplined filtering. Perhaps most importantly, navigating an inflationary environment requires distinguishing between temporary price fluctuations and fundamental shifts in market dynamics—a nuanced skill honed only through deliberate practice with realistic historical constraints.
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