Boom · Shenzhen Component Index (2009)
Replay 150 daily bars of the Shenzhen Component Index climbing 64.1% from October 2008 through June 2009. Step through each trading session, make policy-era calls at 26 decision points, and let the AI coach review your simulated reasoning.
150 daily bars · 26 decision points · 2008-10 to 2009-06 · Stocks
Key facts
This window spans 224 days with a peak-to-trough drawdown of 13.9% and a 84.9% run-up.
- Max drawdown
- −13.9%
- Max run-up
- +84.9%
- Duration
- 224 days
- Largest single-day move
- −7.2%
- 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
In October 2008, the global financial crisis had shaken investor confidence across Asian markets, leaving the Shenzhen Component Index at a crossroads. As authorities unveiled massive stimulus measures to revive economic growth, the market faced a critical inflection point: would policy intervention translate into sustainable recovery or prove merely a temporary bounce? This 150-session replay transports participants to a defining moment in the 2000s decade, where distinguishing signal from noise in a policy-driven environment was the central challenge.
The index closed the data span at 10484.33, up 64.1% from its 6389.19 opening level. Yet the trajectory was far from linear. A maximum drawdown of 13.9% tested conviction, while the largest single-bar move of 7.2% demanded discipline under extreme volatility. Across 26 decision points—9 deemed critical—participants navigated uncertainty without the benefit of hindsight, making calls that shaped their simulated outcomes.
This scenario sharpens the ability to manage risk during parabolic advances. The 13.9% peak-to-trough decline reminds even bull markets punish absent stops, while the 7.2% intraday swing tests emotional composure. Decision training here centers on process consistency: entries, sizing, and exits matter more than predicting headline announcements. Psychology under policy ambiguity—the pressure to act before clarity emerges—forms the enduring lesson for practitioners studying this 2000s episode.