Crash · Shenzhen Component Index (2008)
From October 2007 to May 2008, the Shenzhen Component Index plunged 30.8% across 144 daily bars, a brutal policy-driven crash. Replay day by day, tackle 25 decision points, and receive an AI coach review on your choices, simulated capital only.
144 daily bars · 25 decision points · 2007-10 to 2008-05 · Stocks
Key facts
This window spans 213 days with a peak-to-trough drawdown of 43.2% and a 24.9% run-up.
- Max drawdown
- −43.2%
- Max run-up
- +24.9%
- Duration
- 213 days
- Largest single-day move
- +9.6%
- 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 October 2007, the Shenzhen Component Index stood at the pinnacle of one of China's most dynamic equity markets, capturing the explosive growth of the Pearl River Delta economy. As the market reached its peak, investors faced a critical juncture where monetary policy tightening, regulatory shifts, and global financial contagion converged to test even the most seasoned participants. This was not merely a correction but a structural realignment driven by policy forces that would reshape risk perception across Asian markets.
From October 2007 to May 2008 across 144 daily bars, the index plummeted from 19232.35 to 13317.53, a brutal decline of 30.8%. The maximum drawdown reached 43.2%, with the largest single-bar move hitting 9.6%, creating an environment where traditional portfolio protections proved inadequate. Participants in this replay confront 25 decision points, including 9 critical moments demanding decisive action under extreme pressure.
This scenario teaches the importance of process over prediction. Navigating a policy-driven crash requires disciplined position sizing, clear risk limits, and the psychological resilience to act when consensus turns against you. The 25 decision points simulate real friction—hesitation costs money, conviction preserves capital. By replaying this crash with simulated funds, learners develop the emotional regulation and strategic clarity needed to survive environments where the market can move 9.6% in a single session against your positions.