Inflation · Shenzhen Component Index (2007)
Through 150 daily bars, the Shenzhen Component Index climbed 41.2% before a 21.4% drawdown tested every bull. Replay each authentic session, face 26 decision points, and receive AI coach feedback in a simulated training environment.
150 daily bars · 26 decision points · 2007-05 to 2007-12 · Stocks
Key facts
This window spans 216 days with a peak-to-trough drawdown of 21.4% and a 71.1% run-up.
- Max drawdown
- −21.4%
- Max run-up
- +71.1%
- Duration
- 216 days
- Largest single-day move
- −7.8%
- 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 May 2007, the Shenzhen Component Index entered a period defined by mounting inflationary pressures and a policy environment leaning toward monetary tightening. As CPI data hardened expectations for reserve requirement adjustments and interest rate moves, traders faced an increasingly complex backdrop where macro signals could shift sentiment rapidly. The index sat at the intersection of growth ambitions and the constraint of an overheating economy, placing every participant in a high-stakes environment where economic headlines carried immediate market consequences.
Over 150 trading days, the index climbed from 11414.54 to 16118.97, a gain of 41.2%. Yet the trajectory was anything but smooth. A maximum drawdown of 21.4% tested conviction, and the largest single-bar move of 7.8% revealed how quickly sentiment could flip. Participants encountered 26 decision points across the replay, with 9 deemed critical moments where positioning choices carried heightened consequence. The combination of directional ambition and volatile reversals created a demanding training ground.
This replay sharpens the ability to act with discipline when headlines amplify uncertainty. Trainees must navigate the tension between following a strong trend and respecting risk controls when drawdowns materialize. The scenario isolates decision-making under pressure: recognizing when volatility signals exhaustion, not opportunity, and maintaining process consistency when markets swing. AI feedback on each choice reinforces the habits separating skilled execution from reactive improvisation.