Bubble · Shenzhen Component Index (2015)
Replay 150 daily bars of the Shenzhen Component Index from December 2014 to August 2015, capturing a 39.0% drawdown amid policy-driven frenzy. Step through each market day, face 26 decision points, and receive an AI coach review of your simulated choices.
150 daily bars · 26 decision points · 2014-12 to 2015-08 · Stocks
Key facts
This window spans 223 days with a peak-to-trough drawdown of 39.0% and a 75.8% run-up.
- Max drawdown
- −39.0%
- Max run-up
- +75.8%
- Duration
- 223 days
- Largest single-day move
- −8.2%
- Bars
- 150 Daily bars
- Decision points
- 26
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 entered December 2014 at the tail end of a multi-year bull run, poised on the edge of a policy-driven market frenzy that would define the 2010s era of Chinese equities. This 150-session replay from December 24, 2014 to August 4, 2015 captures a period when monetary easing, regulatory shifts, and retail speculation converged into an explosive combination. For traders navigating this scenario, the stakes were clear: distinguish genuine opportunity from unsustainable excess, or face the consequences of a market that could reverse without warning.
The headline numbers tell a story of superlatives. The index rose from 10292.52 to 12711.56, a nominal gain of 23.5% across those 150 daily bars. Yet this figure obscures the violent temperament beneath: a maximum drawdown of 39.0% tested anyone holding through the storm, while the largest single-session swing of 8.2% demanded nerves of steel from participants at every decision point. Over the course of the replay, traders confronted 26 decision moments, 9 of which were critical junctures where positioning and risk management determined outcomes.
This replay teaches that surviving policy-driven volatility requires separating signal from noise. The ability to size positions appropriately, accept that drawdowns will exceed comfortable thresholds, and resist the psychological pull of crowd momentum separates disciplined practitioners from those swept away by bubble dynamics. Each of the 26 decision points serves as a mirror: did you react to price or to process? The answer shapes not just performance in this scenario, but habits carried into every market thereafter.