Default · Shenzhen Component Index (2015)
Trade through 144 daily bars on the Shenzhen Component Index spanning 2014-12 to 2015-07, where prices swung within a 37.1% drawdown. Replay each session, navigate 25 decision points, and receive AI coach feedback in a simulated educational environment.
144 daily bars · 25 decision points · 2014-12 to 2015-07 · Stocks
Key facts
This window spans 215 days with a peak-to-trough drawdown of 37.1% and a 80.4% run-up.
- Max drawdown
- −37.1%
- Max run-up
- +80.4%
- Duration
- 215 days
- Largest single-day move
- −8.2%
- 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
The Shenzhen Component Index between December 2014 and July 2015 captures one of the most dramatic market cycles in recent financial history. Over 144 trading sessions, participants navigated an environment where prices both surged and collapsed violently, creating extreme pressure on portfolio management and decision-making. This period placed traders at the intersection of rapid appreciation and severe correction, forcing them to confront fundamental questions about when to act and when to hold steady.
The data reveals a deceptive journey: the index closed at 10029.83 and ended at 11375.6, delivering a nominal return of 13.4%. Yet this figure obscures the turbulence within—the maximum drawdown reached 37.1% and the largest single-bar move spanned 8.2%. Across the replay, traders faced 25 decision points, of which 9 were critical junctures that could define outcomes. The disconnect between headline returns and actual trading experience becomes the central tension of this scenario.
For decision training, this episode exposes the gap between price appreciation and actual portfolio results. Participants learn that surviving volatility often matters more than capturing every move. The scenario tests whether traders can maintain disciplined position sizing during large drawdowns, avoid reactive decisions after dramatic swings, and recognize that process consistency trumps outcome chasing in high-stress environments.