War · Shenzhen Component Index (2011)
The Shenzhen Component Index slid 15.9% from 13,705.68 to 11,521.98 as Libya war tensions rattled policy-sensitive equities across 144 trading days. Replay each session step by step, navigate 25 decision points with 9 critical turns, and receive AI coach feedback in this simulated training environment.
144 daily bars · 25 decision points · 2010-11 to 2011-06 · Stocks
Key facts
This window spans 215 days with a peak-to-trough drawdown of 16.5% and a 15.0% run-up.
- Max drawdown
- −16.5%
- Max run-up
- +15.0%
- Duration
- 215 days
- Largest single-day move
- −7.0%
- 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 November 2010 as a market exposed to geopolitical risk, with Libya war tensions escalating into a factor that could unsettle policy-sensitive equities across emerging markets. Traders faced 144 trading days between November 10, 2010, and June 13, 2011, navigating 25 decision points that tested their ability to read shifting risk sentiment tied to international conflict. The scenario presents a historical case study of how external shocks can compress market psychology and force disciplined risk management under pressure.
Over the period, the index declined from 13,705.68 to 11,521.98, a total loss of 15.9%. The maximum drawdown reached 16.5%, while the largest single-bar move hit 7.0%, reflecting the episodic volatility that characterized this geopolitical-driven selloff. Nine of the 25 decision points were marked as critical, highlighting moments when directional conviction or risk adjustments could have materially altered outcomes. This structure invites participants to trace their own decision trail against the historical sequence of shocks and rebounds.
For decision training, this replay emphasizes process over prediction. Participants must manage position sizing when volatility spikes, maintain discipline through a sustained downtrend, and avoid reactive selling at market extremes. The experience demonstrates that surviving a 15.9% decline requires both technical awareness of support levels and psychological resilience against the compounding pressure of consecutive losing sessions.