Commodity Shock · Shenzhen Component Index (2022)
Replay 144 trading days as the Shenzhen Component Index fell 17.3% from 14,508.86 between November 2021 and June 2022. Step through daily decision points, receive an AI coach review of your simulated choices, and study how policy and commodity shocks unfolded across this educational historical scenario.
144 daily bars · 25 decision points · 2021-11 to 2022-06 · Stocks
Key facts
This window spans 217 days with a peak-to-trough drawdown of 32.9% and a 17.9% run-up.
- Max drawdown
- −32.9%
- Max run-up
- +17.9%
- Duration
- 217 days
- Largest single-day move
- −6.1%
- 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 November 2021 at a critical juncture, as global commodity prices began surging and policy signals shifted across major economies. This 144-trading-day replay, spanning from November 8, 2021 to June 13, 2022, places participants directly into a period where supply-chain disruptions, inflation concerns, and monetary policy uncertainty converged on Chinese equity markets. The stakes centered on understanding how intertwined policy and commodity shocks propagate through an index composed of diverse sector constituents.
The index closed the period at 11,999.31, down 17.3% from its starting level of 14,508.86. The journey proved far more turbulent than the net decline suggests: a maximum drawdown of 32.9% tested portfolio resilience, while the largest single-bar move of 6.1% demonstrated how sudden sentiment shifts could produce violent intraday swings. Across the scenario, 25 decision points emerged, with 9 deemed critical for participants managing positions through the most volatile phases of the downturn.
This replay emphasizes that surviving a commodity-driven bear phase requires disciplined process over prediction. The 32.9% peak-to-trough decline offers a stark case study in position sizing and drawdown tolerance, while the 6.1% single-day volatility tests emotional composure under pressure. With 9 critical nodes distributed across the period, participants learn that resilience comes not from avoiding losses but from having a repeatable framework for reassessing risk when macro conditions shift unexpectedly.