Collapse · Shenzhen Component Index (2008)
Trade through the panic before Beijing's rescue: 144 daily bars from May 13 to December 9, 2008, as the Shenzhen Component plunged 43.7%. You replay each session, confront 25 decision points, and receive an AI coach review of your simulated choices.
144 daily bars · 25 decision points · 2008-05 to 2008-12 · Stocks
Key facts
This window spans 210 days with a peak-to-trough drawdown of 58.1% and a 32.8% run-up.
- Max drawdown
- −58.1%
- Max run-up
- +32.8%
- Duration
- 210 days
- Largest single-day move
- +9.0%
- 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
In the spring of 2008, the Shenzhen Component Index stood at 13074.23 as global financial conditions deteriorated rapidly. Over the following months, investors faced mounting losses as the index descended toward historic lows. The period from May 13 to December 9, 2008 represented the final chapter of the market's freefall before Beijing's rescue measures would arrive, creating an environment where every trading decision carried extraordinary consequence.
When the 144 daily bars concluded on December 9, the Shenzhen Component had fallen to 7360.99, a total decline of -43.7%. The journey included a maximum drawdown of 58.1%, meaning the index had at one point lost nearly three-fifths of its value. The largest single session saw a move of 9.0%, illustrating the extreme volatility that defined this panic period. Throughout the descent, traders encountered 25 decision points, of which 9 were classified as critical moments demanding immediate choices under pressure.
This replay tests how participants manage capital when markets move against them with relentless momentum. The scenario forces confrontation with drawdown risk, position sizing, and the psychological strain of holding or selling during a cascade. Participants learn that survival in collapsing markets requires disciplined process rather than prediction, and that emotional discipline often matters more than directional conviction. The 2008 panic serves as a reminder that markets can remain irrational long enough to test the resolve of even prepared investors.
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