Bubble · Shenzhen Component Index (2021)
Replay 150 daily bars of the Shenzhen Component Index from January 14 to August 25, 2021, navigating a 16.0% drawdown bubble. Make split-second calls at 26 decision points, then receive an AI coach review of your simulated trades.
150 daily bars · 26 decision points · 2021-01 to 2021-08 · Stocks
Key facts
This window spans 223 days with a peak-to-trough drawdown of 16.0% and a 13.8% run-up.
- Max drawdown
- −16.0%
- Max run-up
- +13.8%
- Duration
- 223 days
- Largest single-day move
- −3.8%
- 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
In early 2021, the Shenzhen Component Index stood at the epicenter of a sweeping new energy sector rally that had drawn both institutional and retail capital into concentrated positions. The period from January 14 to August 25, 2021, captures a critical phase where policy signals, earnings momentum, and crowded trading converged to create fragile market conditions. Participants entering this replay face the task of navigating a market where bullish consensus coexisted with mounting vulnerability.
The index closed the 150 trading days at 14697.5, a modest -2.5% decline from the opening 15070.13. Yet this aggregate figure obscures the turbulence within: a maximum drawdown of 16.0% tested portfolio resilience, while the largest single-day swing of 3.8% demonstrated how quickly sentiment can reverse. Across this span, traders confronted 26 decision points, nine of which were classified as critical moments requiring decisive action under uncertainty.
This replay trains participants to manage process discipline when facing prolonged drawdowns, to calibrate position sizing against documented volatility, and to recognize the psychological weight of crowded trades. The lesson is not about predicting the top but about building the decision-making framework that survives periods of maximum stress. Historical context like this turns market history into structured training for future judgment calls.