Regulation · Shenzhen Component Index (2015)
Replay 144 daily bars across the 2015 Shenzhen Component Index from April 27 to November 25, when it fell 12.9% and suffered a 48.7% drawdown. Step through 25 decision points with simulated capital and receive an AI coach review of your regulatory-era choices.
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 38.8% run-up.
- Max drawdown
- −48.7%
- Max run-up
- +38.8%
- 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 the Shenzhen Component Index was navigating one of the most consequential regulatory pivots in modern Chinese market history. Futures position limits were tightened to cool speculative excess, reshaping liquidity dynamics across the board. For anyone holding simulated capital through this window, the challenge was not simply riding a directional trend but surviving an environment where the rules of engagement themselves were shifting daily.
The index closed at 14809.42 on April 27 and surrendered to 12893.23 by November 25, a net retreat of 12.9% across 144 daily bars. That headline figure conceals far wilder terrain: a maximum drawdown of 48.7% and a largest single-day move of 8.2%. Navigating 25 decision points—including 9 the platform flags as critical—meant confronting whipsaws that could erase half of a portfolio's value before any meaningful recovery arrived.
The episode is a textbook case for process over prediction. Those who leaned on disciplined sizing and pre-defined risk thresholds could absorb the shock; those who chased momentum or over-reacted to headline policy noise compounded losses. For decision trainees, the value lies in experiencing the psychological strain of a 48.7% drawdown in simulation, building the habits that separate systematic risk management from reactive improvisation.