Regulation · Shenzhen Component Index (2015)
Replay the Shenzhen Component Index from May to December 2015 as it fell 19.7% amid a 48.7% drawdown. Step through 144 daily bars, face 25 decision points, and receive an AI coach review in this simulated training scenario.
144 daily bars · 25 decision points · 2015-05 to 2015-12 · Stocks
Key facts
This window spans 211 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
- 211 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 in 2015 represented one of the most volatile periods in Chinese equity market history. From May to December that year, the index operated within an environment shaped by authorities winding down off-exchange leveraged financing arrangements that had amplified market movements. This regulatory tightening aimed to reduce systemic risk, but it created a landscape where participants faced extreme price swings and rapidly shifting conditions. For anyone training in market decision-making, this period offered a stark reminder that policy signals can reshape market dynamics faster than most participants anticipate.
The index closed the period at 12181.03, down from an opening of 15173.09, representing a decline of 19.7%. Yet the headline percentage obscured a far more turbulent journey: the maximum drawdown reached 48.7%, meaning peak-to-trough losses approached half the portfolio value at certain points. The largest single trading day move amounted to 8.2%, underscoring the kind of intraday volatility that can trigger panic or euphoria depending on positioning. Across the 144 daily bars in this replay, participants encountered 25 decision points, of which 9 were classified as critical moments demanding careful calibration of risk exposure.
Navigating this scenario teaches that process discipline matters more than prediction in volatile regimes. The sheer magnitude of the 48.7% drawdown demonstrates how quickly adverse moves compound when risk management lapses. Psychology plays an equally vital role: a single 8.2% swing can unsettle even disciplined traders, yet the replay shows that emotional reactions often amplify rather than mitigate losses. By working through the 25 decision points in simulation, participants can practice maintaining analytical clarity when the market offers no safe harbor, building habits that serve them when real stakes are absent and learning costs nothing.