Pandemic · Shenzhen Component Index (2022)
Replay a 24.4% Shenzhen Component slide across 144 daily bars shaped by pandemic-era policy headlines. Step into 25 decision points, weigh each move, and receive an AI coach review of your simulated judgment.
144 daily bars · 25 decision points · 2021-09 to 2022-04 · Stocks
Key facts
This window spans 220 days with a peak-to-trough drawdown of 27.4% and a 8.1% run-up.
- Max drawdown
- −27.4%
- Max run-up
- +8.1%
- Duration
- 220 days
- Largest single-day move
- −4.4%
- 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 entered the autumn of 2021 riding post-pandemic recovery momentum, only to confront a renewed storm of policy headlines and pandemic uncertainty. The period from September 2021 through April 2022 placed investors in one of the most challenging stretches for Chinese equities, where every policy signal could reverse sentiment within days. Replaying this era means stepping into a market shaped by shifting regulatory winds and the global spread of a new variant.
Across 144 daily bars, the index descended from 14626.08 to 11051.7, a decline of -24.4%. The journey included a maximum drawdown of 27.4%, meaning peak-to-trough losses exceeded a quarter of portfolio value at the worst point. The largest single-bar move reached 4.4%, illustrating how quickly sentiment could swing on news. Within this turbulence lay 25 decision points, nine of them critical junctures where positioning would define outcomes.
This replay teaches that process matters more than prediction. No one could reliably forecast policy pivots or pandemic waves, yet disciplined risk management could navigate the drawdown. The lesson centers on maintaining conviction without rigidity, adjusting exposure as the landscape shifted, and accepting that volatility is the price of participation in policy-sensitive markets.