Crisis · Shenzhen Component Index (2011)
During the 2011 Eurozone debt scare, the Shenzhen Component Index plunged 26.0% from its peak across 144 trading days. Replay each session, weigh 25 decision points, and receive an AI coach review on your market-replay choices in a simulated environment.
144 daily bars · 25 decision points · 2011-03 to 2011-11 · Stocks
Key facts
This window spans 215 days with a peak-to-trough drawdown of 26.0% and a 10.4% run-up.
- Max drawdown
- −26.0%
- Max run-up
- +10.4%
- Duration
- 215 days
- Largest single-day move
- +3.6%
- 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 March 2011, the Shenzhen Component Index stood at lofty levels as global markets confronted an emerging threat: the Eurozone debt crisis. Sovereign debt troubles in peripheral European economies were spilling into financial markets worldwide, raising fears of credit contagion and economic slowdown. For Chinese investors, this external shock arrived during a period of domestic policy uncertainty, creating a complex backdrop where risk sentiment could shift rapidly.
The market's response over the following months was stark. Across 144 trading days ending in early November 2011, the index declined from 12562.9 to 10441.7, a total retreat of -16.9%. The damage was even more pronounced when measured from peak to trough: a maximum drawdown of 26.0% occurred during this period, with the largest single session move reaching 3.6%. These figures illustrate how prolonged uncertainty can erode markets incrementally before any clear catalyst accelerates the decline.
The 25 decision points embedded in this replay—9 deemed critical—simulate the crucible of sustained market stress. Participants must navigate not just price declines but the compounding psychological pressure of sequential negative outcomes. The scenario isolates three essential competencies: disciplined risk management when drawdowns materialize, distinguishing between structural shifts and temporary overreactions, and maintaining decision-making clarity when the market environment offers no clear signals. This historical episode functions as a rigorous test of how investors respond when confronting both systemic risk and their own behavioral responses under pressure.