Policy · Shenzhen Component Index (2007)
Replay the 2007 Shenzhen Component Index from January 5 to August 8, 144 daily bars capturing a 141.5% surge before a 17.8% drawdown. Step through 25 policy-driven decision points, including 9 critical moments, and receive AI coach feedback in this simulated, educational scenario.
144 daily bars · 25 decision points · 2007-01 to 2007-08 · Stocks
Key facts
This window spans 215 days with a peak-to-trough drawdown of 17.8% and a 146.7% run-up.
- Max drawdown
- −17.8%
- Max run-up
- +146.7%
- Duration
- 215 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
The Shenzhen Component Index scenario recreates one of China's most volatile equity periods from January 5 to August 8, 2007. During these 144 trading days, investors faced a market experiencing dramatic policy sensitivity, where regulatory announcements could trigger swift and severe reactions. The stakes were considerable: participants needed to navigate not just price volatility, but the psychological pressure of political decision-making affecting capital markets. This period became a case study in how monetary and fiscal policy tools—particularly tax adjustments—could move markets by double digits within single sessions.
The numbers reveal the scale of this volatility: the index surged from 6706.24 to 16193.72, representing a 141.5% gain. Yet this ascent was punctuated by a maximum drawdown of 17.8%, and intraday moves could reach 9.3%. The scenario presents 25 decision points, with 9 classified as critical moments where policy uncertainty peaked. Stepping through these bars, participants experience the tension between momentum chasing and risk management in an environment where news flow could reverse sentiment within hours.
For decision training, this replay emphasizes process over prediction. Investors must practice reading policy signals before they materialize into market moves, managing position sizes against drawdown scenarios, and maintaining emotional equilibrium when faced with rapid-fire volatility. The 2007 Shenzhen market teaches that policy risk is not a distant theoretical concern but a practical, recurring reality requiring contingency planning. Historical replay strips away hindsight bias, forcing genuine engagement with uncertainty at each bar rather than after the fact.