Boom · Shenzhen Component Index (2009)
Ride the Shenzhen Component Index from July 2009 to February 2010 across 144 daily bars and 25 decision points. Replay day-by-day, face 9 critical moments, and receive AI coach feedback as you navigate the boom in simulated markets.
144 daily bars · 25 decision points · 2009-07 to 2010-02 · Stocks
Key facts
This window spans 210 days with a peak-to-trough drawdown of 23.9% and a 32.7% run-up.
- Max drawdown
- −23.9%
- Max run-up
- +32.7%
- Duration
- 210 days
- Largest single-day move
- −7.6%
- 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 summer of 2009, the Shenzhen Stock Exchange prepared to launch the ChiNext board, creating a new arena for growth-company investing in China. The Shenzhen Component Index, encompassing this transformation, entered a period of heightened speculation and policy anticipation from July 2009. Market participants faced the challenge of positioning themselves amid structural changes to the listing landscape, with uncertainty about how new issuances would affect existing indices. The stage was set for a test of conviction and discipline.
From 2009-07-08 to 2010-02-03 across 144 daily bars, the index closed at 12488.58 and ended at 12262.57, a modest decline of -1.8%. Yet beneath this flat headline number lay substantial turbulence: a maximum drawdown of 23.9% and the largest single-day swing reaching 7.6%. Navigating this landscape demanded traders respond to 25 decision points, with 9 emerging as critical moments where outcomes diverged sharply. Those caught in drawdown phases without disciplined position sizing or emotional regulation likely experienced significant portfolio deterioration, whereas systematic approaches that accounted for volatility extremes preserved capital through the oscillation.
This replay scenario distills lessons applicable beyond any single market cycle. The ChiNext opening period exemplifies how policy events can reshape investor expectations rapidly, creating sharp reversals that punish reactive decision-making. Participants learn to respect maximum drawdown thresholds, practice sizing positions to survive volatility spikes, and cultivate the psychological resilience required to hold discipline when sentiment shifts abruptly. These 25 decision points across 2000s and 2010s market dynamics offer a laboratory for building decision processes that endure structural transitions.
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