Crash · Shenzhen Component Index (2015)
Replay the 2015 Shenzhen Component Index tumble spanning 144 daily bars and a steep 48.7% drawdown, capturing one of A-share history's most volatile chapters. Step through each session, face critical decision points, and receive AI coach feedback in a simulated, educational environment.
144 daily bars · 25 decision points · 2015-04 to 2015-11 · Stocks
Key facts
This window spans 212 days with a peak-to-trough drawdown of 48.7% and a 36.5% run-up.
- Max drawdown
- −48.7%
- Max run-up
- +36.5%
- Duration
- 212 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
In the spring of 2015, China's A-share market entered one of its most turbulent chapters. The Shenzhen Component Index, a barometer of mainland growth stocks, was caught in a perfect storm of policy shifts, leverage buildup, and cascading sentiment. Over the 2010s decade, this period represented a critical stress test for investors navigating unprecedented volatility. The stakes were clear: participants faced a market where conventional risk models proved inadequate and where rapid policy responses could swing prices dramatically.
From April 13 to November 11, 2015, the index dropped from 14149.51 to 12677.54, a decline of 10.4%. Yet the headline number understates the trauma; the maximum drawdown reached 48.7%, with the largest single session move hitting 8.2%. Across 144 daily bars, 25 decision points emerged, of which 9 were deemed critical, demanding real-time judgment under extreme pressure. The market's path was non-linear, punctuated by sharp rebounds that tempted entry and brutal reversals that punished overconfidence.
This replay session strips away hindsight to confront the raw decision environment. Trainees must grapple with position sizing when drawdowns exceed expectations, manage fear and greed as the index swings 8.2% in a single day, and recognize when critical junctures demand deviation from routine strategy. The value lies not in predicting the next crash but in building calibrated responses to uncertainty—emotional discipline, systematic risk review, and the humility to acknowledge when the market's logic exceeds one's current framework.