Crash · Shenzhen Component Index (2012)
Relive a 21.3% Shenzhen Component drawdown across 146 daily bars from 2012-07-12 to 2013-02-19. You replay each session, navigate 25 decision points, and receive an AI coach review in this simulated training environment.
146 daily bars · 25 decision points · 2012-07 to 2013-02 · Stocks
Key facts
This window spans 222 days with a peak-to-trough drawdown of 21.3% and a 29.5% run-up.
- Max drawdown
- −21.3%
- Max run-up
- +29.5%
- Duration
- 222 days
- Largest single-day move
- +5.1%
- Bars
- 146 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 mid-2012, the Shenzhen Component Index confronted an investor base grappling with mounting uncertainty. China's economy was slowing from its double-digit growth trajectory, monetary policy remained ambiguous, and the newly launched ChiNext board faced ongoing concerns about valuations and IPO pressures. This scene captures a market caught between structural rebalancing and sentiment deterioration, where participants had to navigate conflicting signals about the future direction of Chinese equities. The stakes were high: misjudging the timing or magnitude of moves could mean significant capital erosion.
From July 12, 2012 to February 19, 2013, the index closed at 9753.49 and ended at 9550.93, a deceptive -2.1% decline over 146 trading sessions. Beneath this flat headline number lurked a devastating 21.3% peak-to-trough drawdown, with extreme single-session volatility reaching 5.1%. Navigating this treacherous landscape demanded confronting 25 decision points, of which 9 emerged as critical junctures where positioning and risk management proved decisive. The gap between the final close and the maximum drawdown tells the real story of this period.
This replay sharpens a trader's ability to manage risk through extreme volatility while resisting emotional responses. The 21.3% drawdown illustrates how portfolio value can evaporate despite a modest final loss, a crucial distinction for anyone studying market history. Participants learn position sizing discipline, the art of distinguishing noise from genuine trend changes, and the psychological cost of holding through severe corrections. The 9 critical decision points underscore how a handful of well-timed choices shape long-term outcomes, making this scenario a rigorous test of both analytical rigor and emotional composure.
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