Crash · Shenzhen Component Index (2007)
The Shenzhen Component Index surged 32.6% across 144 trading days before its historic 2007 peak. Replay each session, navigate 9 critical decision points, and receive an AI coach review through simulated capital only.
144 daily bars · 25 decision points · 2007-07 to 2008-02 · Stocks
Key facts
This window spans 210 days with a peak-to-trough drawdown of 21.4% and a 58.4% run-up.
- Max drawdown
- −21.4%
- Max run-up
- +58.4%
- Duration
- 210 days
- Largest single-day move
- +8.0%
- 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 the summer and autumn of 2007, when Chinese equities reached extraordinary heights before reversing sharply. Spanning 144 trading days, this historical period captures the final ascent and early collapse of one of the most spectacular bubbles in emerging-market history. Participants navigate decision points during conditions where euphoria and fear collided, confronting positions that demanded clear judgment amid mounting volatility.
The data tells a story of extremes. From the July 9 opening through February 4, the index rose from 12846.41 to 17031.67, a nominal advance of 32.6%. Yet this aggregate figure conceals the turbulence beneath: a maximum drawdown of 21.4% tested portfolios repeatedly, while the largest single session swing reached 8.0%. For traders holding concentrated positions during these months, the gap between reported performance and lived experience was enormous.
This replay sharpens decision training through historical immersion. The 25 decision points, 9 marked as critical, force participants to act under time pressure rather than analyze with hindsight. The core lessons concern process discipline: sizing positions for survival during 21.4% drawdowns, avoiding the trap of averaging down into collapsing trends, and recognizing when external conditions have shifted fundamentally. By confronting these decisions in simulation, learners build emotional and strategic reserves for future volatility without risking actual capital.