Commodity Shock · Shenzhen Component Index (2008)
Shenzhen Component Index plunged 52.5% from 13396.61 to 6364.03 across 150 daily bars in 2008. Replay this historic commodity-shock episode bar by bar, navigate 26 decision points, and receive an AI coach review in a simulated training environment.
150 daily bars · 26 decision points · 2008-04 to 2008-11 · Stocks
Key facts
This window spans 220 days with a peak-to-trough drawdown of 59.1% and a 24.9% run-up.
- Max drawdown
- −59.1%
- Max run-up
- +24.9%
- Duration
- 220 days
- Largest single-day move
- +9.6%
- 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
The Shenzhen Component Index in 2008 represents a critical chapter in Chinese equity market history, unfolding against the backdrop of a global commodity shock. As oil prices peaked and then reversed course, international investors reassessed risk across emerging markets, creating cascading pressure on indices worldwide. This replay spans 150 daily bars from April 7 to November 13, 2008, immersing participants in a period when the investment landscape shifted dramatically and survival depended on disciplined decision-making under stress.
The index collapsed from 13396.61 to 6364.03, delivering a -52.5% loss across the data span. Maximum drawdown reached an alarming 59.1%, while the largest single-bar move hit 9.6%, underscoring the extreme volatility that characterized each trading session. Participants encountered 26 decision points, with 9 classified as critical moments where positioning and risk management carried outsized consequences for outcomes.
This scenario distills essential lessons in process discipline, risk calibration, and psychological resilience. Navigating a drawdown exceeding half the portfolio value tests whether one follows pre-defined rules or succumbs to panic selling at market bottoms. The sequence of extreme daily moves reveals how volatility clusters can erode confidence even when fundamentals suggest value. For decision training, the episode demonstrates that survival in bear markets depends less on predicting direction than on maintaining rational frameworks when markets appear chaotic and losses accumulate relentlessly.
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