Default · Shenzhen Component Index (2014)
Replay 144 daily bars as the Shenzhen Component Index falls 12.8% from 8287.86 to 7227.24 between November 2013 and June 2014. Walk through each session, face 25 decision points including 9 critical ones, and receive AI coach feedback in this simulated training environment.
144 daily bars · 25 decision points · 2013-11 to 2014-06 · Stocks
Key facts
This window spans 215 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
- 215 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 held at 8287.86 points as market participants navigated an environment shadowed by China's first public bond default—a structural shift that challenged established risk assumptions across the 2010s decade. The replay encompasses 144 daily bars from November 6, 2013 through June 9, 2014, during which investors confronted 25 decision points including 9 critical moments where positioning carried heightened consequence. What was at stake was not merely directional conviction but the ability to respond coherently when market structure itself was being redefined.
By the replay's conclusion, the index had descended 12.8% to 7227.24, a retreat that understates the period's turbulence. The maximum drawdown reached 18.6%, testing portfolio resilience across sustained sessions, while the largest single-bar move of 3.5% illustrated how directional pressure could concentrate into sharp intraday reversals. These statistics reveal that a moderate headline decline can coexist with episodes of acute stress, a pattern that demands continuous reassessment rather than static holding.
This scenario serves decision-training by immersing participants in realistic market mechanics: the compounding effect of drawdowns, the discipline required at inflection points, and the psychological fortitude to maintain process under uncertainty. Trainees encounter authentic volatility without financial exposure, building the cognitive habits necessary for navigating periods when established conventions erode. The replay emphasizes analytical humility and adaptive risk management over prediction, framing market education as a skill refined through deliberate practice rather than outcome chasing.