War · Shenzhen Component Index (2014)
Replay 144 daily bars of the Shenzhen Component Index from 2013-10-28 to 2014-05-28 as it fell 11.5% amid geopolitical tension, testing your judgment across 25 decision points. Step through each session, make calls, then receive an AI coach review of your reasoning in a simulated educational setting.
144 daily bars · 25 decision points · 2013-10 to 2014-05 · Stocks
Key facts
This window spans 212 days with a peak-to-trough drawdown of 18.6% and a 8.4% run-up.
- Max drawdown
- −18.6%
- Max run-up
- +8.4%
- Duration
- 212 days
- Largest single-day move
- +3.5%
- 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 the autumn of 2013, the Shenzhen Component Index sat at 8336.68 as investors scanned the horizon for the next chapter in China's equity story. The period that followed—October 28, 2013 through May 28, 2014—would unfold against the backdrop of the Crimea crisis, a geopolitical shockwave rippling across global markets. This 144-session replay places you inside that uncertainty, challenging your judgment across 25 carefully placed decision points where the margin between caution and conviction was tested daily.
What unfolded was a sustained retreat. The index closed at 7380.69 by the end of the period, representing a -11.5% decline. The journey was anything but smooth: a maximum drawdown of 18.6% tested the resolve of even seasoned participants, while individual sessions saw moves as large as 3.5%—enough to unsettle portfolios built on the assumption of gradual, orderly adjustment. Navigating such volatility required more than directional conviction; it demanded the discipline to manage risk in real time.
This replay is designed as a laboratory for decision training. It strips away hindsight and forces you to confront the same ambiguous signals that investors faced then: when does geopolitical risk become priced in? How do you size positions when drawdowns approach historical extremes? What psychological habits separate disciplined traders from those who capitulate under pressure? There are no perfect answers here—only better questions, sharper processes, and a deeper appreciation for the role that uncertainty plays in every market decision.