Bubble · Shenzhen Component Index (2007)
Between Dec 2006 and Aug 2007, the Shenzhen Component Index climbed 132.8% before a brutal reversal. Replay each of the 144 trading days, navigate 9 critical decision points, and receive AI coach feedback on every simulated call.
144 daily bars · 25 decision points · 2006-12 to 2007-08 · Stocks
Key facts
This window spans 218 days with a peak-to-trough drawdown of 17.8% and a 139.1% run-up.
- Max drawdown
- −17.8%
- Max run-up
- +139.1%
- Duration
- 218 days
- Largest single-day move
- −9.3%
- 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
In the winter of 2006, the Shenzhen Component Index stood at 6,356.47 points as China's equity markets entered a remarkable speculative episode. The period from December 2006 to August 2007 witnessed a historic surge in Chinese small-cap stocks, particularly what observers termed "trash stock" themes—companies with questionable fundamentals riding waves of retail enthusiasm and policy-driven optimism. For market participants navigating this era, the stakes were enormous: fortunes were being made and lost daily, and the line between prudent participation and reckless speculation grew increasingly blurred.
The index ascended 132.8% over 144 trading days, climbing to 14,795.2 points—a trajectory that defied conventional valuation metrics. Yet the journey was far from smooth. The market experienced a maximum drawdown of 17.8% and was punctuated by a largest single-bar move of 9.3%, reflecting the emotional extremes that gripped investors. Within this volatile arc, participants faced 25 distinct decision points, with 9 marked as critical junctures where positioning and conviction were tested to their limits. The eventual reversal proved brutal, as bubble dynamics always do.
This replay trains traders to confront the full cycle: from early positioning during the ascent to the psychological strain of managing risk near cycle peaks. Participants learn that disciplined process—sizing positions, setting reference points, taking profits methodically—matters more than predictions. The volatility itself becomes the teacher, revealing how drawdowns test conviction and how single-day moves can shake even well-laid plans. Mastering this era means internalizing that surviving bubbles requires both structural discipline and emotional resilience.