Boom · Shenzhen Component Index (2014)
Replay the Shenzhen Component Index from August 2014, when rate cuts ignited a leveraged bull run surging 60.7% across 144 trading days. You navigate 25 decision points day by day, then receive an AI coach review of each simulated choice.
144 daily bars · 25 decision points · 2014-08 to 2015-03 · Stocks
Key facts
This window spans 218 days with a peak-to-trough drawdown of 7.7% and a 66.3% run-up.
- Max drawdown
- −7.7%
- Max run-up
- +66.3%
- Duration
- 218 days
- Largest single-day move
- −6.6%
- 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 August 2014, the Shenzhen Component Index entered a policy-driven phase as interest rate cuts catalyzed a leveraged bull market. This scenario replays 144 trading days spanning from 2014-08-21 to 2015-03-27, placing participants in a high-volatility environment where monetary policy shifts were the primary driver. The stakes were significant: navigating a market where rapid gains seemed accessible but hidden risks lurked beneath the surface.
The index surged from 8010.71 to 12874.42, delivering a 60.7% return across the data span. Yet this impressive climb was not a smooth ascent. The maximum drawdown reached 7.7%, and the largest single-bar move hit 6.6%, underscoring the violent swings that characterize leveraged bull phases. These figures illustrate how policy-driven momentum can produce dramatic rewards alongside equally dramatic reversals.
This replay challenges participants with 25 decision points, 9 of which are marked as critical. The scenario trains users to manage position sizing during explosive moves, maintain discipline when drawdowns materialize, and resist the psychological temptation to over-leverage in trending markets. The goal is not predicting outcomes but building repeatable processes under uncertainty.