Policy · Shenzhen Component Index (2008)
Shenzhen Component Index plunged 39.2% from 16750.42 to 10178.61 across 144 days of policy-driven volatility. Replay this era day by day, face 25 decision points, and receive an AI coach review in a simulated training environment.
144 daily bars · 25 decision points · 2007-12 to 2008-07 · Stocks
Key facts
This window spans 216 days with a peak-to-trough drawdown of 52.5% and a 24.9% run-up.
- Max drawdown
- −52.5%
- Max run-up
- +24.9%
- Duration
- 216 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 late 2007, China's stock markets were entering a period of extraordinary turbulence. The Shenzhen Component Index stood at 16750.42 points on December 7, 2007, as investors faced a rapidly shifting policy environment. Central regulators were deploying measures to cool an overheating market, while global financial conditions were deteriorating. For traders and investors, this era represented a critical test of how to navigate policy-driven volatility amid mounting uncertainty.
Over the next 144 trading days, the index would lose 39.2% of its value, bottoming at 10178.61 on July 10, 2008. The maximum drawdown reached 52.5%, with individual sessions swinging as much as 9.6% in a single day. Investors who attempted to catch falling knives or time the bottom faced devastating outcomes. The period was marked by violent intraday reversals, policy surprises, and a persistent downtrend that tested every conventional wisdom about support levels and value buying.
This replay challenges participants to confront a market defined by asymmetric risk. With 25 decision points—9 deemed critical—the scenario forces traders to manage positions when headlines can invalidate technical setups overnight. Participants must grapple with the psychological trap of anchoring to prior highs, the temptation to average down into a declining position, and the discipline required to preserve capital when no clear bottom exists. Success here is measured not by predicting policy outcomes but by maintaining process discipline under sustained pressure.