Commodity Shock · Shenzhen Component Index (2007)
Ride a 170.2% surge on the Shenzhen Component Index across 150 daily bars from 2006-10-20. Step into 26 decision points, replay the rally bar by bar, and receive an AI coach review of every simulated call.
150 daily bars · 26 decision points · 2006-10 to 2007-06 · Stocks
Key facts
This window spans 228 days with a peak-to-trough drawdown of 14.8% and a 208.9% run-up.
- Max drawdown
- −14.8%
- Max run-up
- +208.9%
- Duration
- 228 days
- Largest single-day move
- −9.3%
- 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
The Shenzhen Component Index entered a historic bull phase as global commodity markets experienced unprecedented base metal speculation. Beginning on 2006-10-20, this 150-day replay traces how resource-driven sentiment swept through Chinese markets, placing traders at 26 decision points—9 of them critical junctions—where directional conviction and risk management determined outcomes. Participants must navigate the tension between riding a powerful trend and preserving capital during inevitable reversals.
The numbers define the era's character: an extraordinary 170.2% appreciation from 4448.44 to 12017.71 across 150 trading bars. Yet volatility remained a constant companion, with a maximum drawdown of 14.8% and single-session swings reaching 9.3%. Such conditions tested every assumption about position sizing and exit discipline.
For decision training, this scenario demands mastery of three intertwined disciplines. Process requires maintaining systematic execution when markets move in extended trends. Risk management means calibrating exposure so that 14.8% drawdowns remain survivable rather than catastrophic. Psychology challenges participants to hold conviction during 9.3% intraday swings without either abandoning positions prematurely or doubling down recklessly. The 2000s commodity shock offers a masterclass in what separates disciplined trend followers from those undone by their own emotional extremes.