Commodity Shock · Shenzhen Component Index (2011)
Replay the Shenzhen Component Index from April 22 to November 29, 2011 as it fell 21.2% amid a commodity shock. Walk 150 daily bars, face 26 decision points, and receive an AI coach review in this simulated training environment.
150 daily bars · 26 decision points · 2011-04 to 2011-11 · Stocks
Key facts
This window spans 221 days with a peak-to-trough drawdown of 23.7% and a 10.4% run-up.
- Max drawdown
- −23.7%
- Max run-up
- +10.4%
- Duration
- 221 days
- Largest single-day move
- +3.6%
- 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
The Shenzhen Component Index replay immerses traders in a pivotal shift in global commodity dynamics. From April 22 to November 29, 2011, raw material prices that had surged during the preceding supercycle began their reversal. Chinese equity markets, deeply intertwined with industrial and commodity sectors, felt the reverberations acutely. Participants face the central question: how do you adapt portfolios when the inflation tailwind that lifted many names for years suddenly turns into a headwind? The scenario demands reassessment of sector exposure, margin compression risks, and the timing of defensive repositioning.
The index descended 21.2%, falling from 12,708.42 to 10,012.94 over 150 trading sessions. Maximum drawdown reached 23.7%, with individual sessions swinging as much as 3.6%. Traders navigated 26 decision points, of which 9 were flagged as critical—moments where directional conviction and risk calibration were essential. Each bar in this replay represented a day where anchoring bias or reactive selling could compound losses, while disciplined reassessment opened paths to preserving capital.
This replay sharpens the ability to manage systematic downside—understanding how drawdowns accumulate and why position sizing matters when markets trend against you. It exposes the psychological friction inherent in sustained declines: the temptation to average down, the reluctance to crystallize losses, and the discipline required to update views without abandoning process. For decision trainees, the lesson is clear: survival in volatile markets depends not on predicting reversals, but on maintaining a repeatable framework that limits damage while keeping exposure to eventual recovery.