Policy · Shenzhen Component Index (2022)
Replay 144 daily bars of the Shenzhen Component Index through a 32.9% drawdown as RRR cuts met economic pressure. Step into 25 decision points, weigh policy headlines, and receive AI coach feedback on a simulated educational journey.
144 daily bars · 25 decision points · 2021-12 to 2022-07 · Stocks
Key facts
This window spans 217 days with a peak-to-trough drawdown of 32.9% and a 27.6% run-up.
- Max drawdown
- −32.9%
- Max run-up
- +27.6%
- 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 scenario places you in the Chinese stock market from December 2021 to July 2022, a period defined by the interplay between monetary policy easing and mounting economic headwinds. The People's Bank of China deployed reserve requirement ratio cuts as a policy tool to stimulate liquidity, yet these measures coincided with broader concerns about growth momentum. This replay captures 144 trading days of navigating policy signals, macro data releases, and market volatility in real time.
The index closed the period at 12,617.23, down 14.5% from its opening level of 14,752.96. The journey proved far more turbulent than the headline decline suggests, with maximum drawdown reaching 32.9% and intraday swings of 6.1% testing investors' risk tolerance. Participants faced 25 decision points across the scenario, including 9 critical junctures where positioning choices carried significant consequences for portfolio outcomes.
This replay hones the ability to process policy communications and assess their market impact amid uncertainty. The gap between headline returns and actual drawdown experiences highlights how volatility shapes perception and decision-making under stress. Navigating the 25 decision points—particularly the 9 critical moments—develops discipline in distinguishing between signal and noise in policy-driven markets. The experience cultivates emotional resilience and sharper judgment about timing, positioning, and risk management when macroeconomic forces dominate price action. Historical context only; for educational purposes.