Collapse · Shenzhen Component Index (2008)
The Shenzhen Component Index plunged 45.8% from June to December 2008, a historic collapse under sweeping policy shifts. Step into 144 daily bars, face 25 decision points, and let the AI coach review your simulated choices.
144 daily bars · 25 decision points · 2008-06 to 2008-12 · Stocks
Key facts
This window spans 210 days with a peak-to-trough drawdown of 52.6% and a 32.8% run-up.
- Max drawdown
- −52.6%
- 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
The Shenzhen Component Index entered June 2008 as a market battered by global financial turmoil and sweeping policy shifts. Over the next seven months, investors faced one of the most destructive periods in Chinese equity history, confronting 144 daily bars of relentless pressure. The stakes extended beyond portfolio value—traders and institutions had to navigate systemic uncertainty while managing positions across 25 decision points, nine of which proved critical to outcomes.
The index collapsed from 11970.48 to 6485.51, a decline of 45.8% from June to December 2008. Maximum drawdown reached 52.6%, meaning peak-to-trough losses exceeded half the market's value. Volatility was extreme, with the largest single-day move spanning 9.0%—a magnitude that could wipe out weeks of careful position management in hours. These figures capture a market where rational pricing broke down and fear dominated sentiment.
This replay tests decision-making under conditions of structural collapse, not merely corrections. Participants learn that conventional diversification and passive holding offered little protection when the entire system faced simultaneous stress. The scenario forces engagement with position sizing, emotional discipline, and the recognition that surviving drawdowns matters more than capturing every opportunity. Understanding how other decision-makers reacted—and why many failed—builds the psychological resilience essential for navigating genuine market crises.
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