Crisis · Shenzhen Component Index (2008)
Replay the Shenzhen Component Index from May to December 2008 as the index plunged 46.2% through 25 decision points across 144 authentic trading days. Step into each session, weigh policy-driven volatility, 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 57.0% and a 32.8% run-up.
- Max drawdown
- −57.0%
- 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 May 2008, the Shenzhen Component Index stood at 13197.59 points as global financial markets began unraveling. The collapse of Lehman Brothers that September ignited a worldwide credit crisis, sending shockwaves through every major exchange. China's stock markets, which had surged during the preceding boom years, faced mounting pressure as export demand contracted and investor confidence crumbled.
The index plummeted to 7101.42 by December 15, 2008—a decline of 46.2% across 144 trading days. The maximum drawdown reached 57.0%, with individual sessions swinging as much as 9.0%. Twenty-five decision points were embedded throughout this collapse, nine of them critical junctures where portfolio positioning could mean the difference between preservation and devastation.
This replay offers more than historical perspective—it sharpens decision-making under stress. Participants navigate authentic daily bars, learning to manage risk when fear dominates headlines and every rally feels like a trap. The scenario tests whether traders can separate process from panic, maintain discipline through a 57.0% drawdown, and recognize that survival itself becomes the winning strategy during systemic crises.
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