Collapse · Shenzhen Component Index (2013)
During the 2013 Shenzhen Component Index slide from 9820.29 to 8504.74, a liquidity-driven crash unfolded across 144 trading days. Replay each session step by step, navigate 25 decision points, and receive an AI coach review, with simulated capital in a purely educational setting.
144 daily bars · 25 decision points · 2013-02 to 2013-09 · Stocks
Key facts
This window spans 220 days with a peak-to-trough drawdown of 25.0% and a 13.5% run-up.
- Max drawdown
- −25.0%
- Max run-up
- +13.5%
- Duration
- 220 days
- Largest single-day move
- −6.7%
- 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 early 2013, the Shenzhen Component Index stood at 9820.29 as traders navigated a period of monetary tightening in China. The market faced headwinds from a domestic liquidity squeeze that would reshape risk appetites across the 2010s. Participants entering this replay step into a period where credit conditions tightened and market confidence wavered.
The index declined to 8504.74 over 144 trading days, representing a -13.4% loss. A maximum drawdown of 25.0% tested investor resilience, with the largest single-bar move of 6.7% capturing the market's extreme volatility. Twenty-five decision points, including nine critical moments, punctuated this challenging market environment.
This replay sharpens skills in managing tail risk during a genuine liquidity crisis. Trainees learn to size positions before volatility regimes shift, to recognize when market structure deteriorates, and to preserve capital during prolonged drawdowns. The psychological dimension is equally vital: maintaining discipline when portfolios bleed and avoiding reactive decisions driven by fear. Completing the scenario builds both analytical frameworks and the emotional steadiness required to navigate similar episodes in any market.
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