Pandemic · Shenzhen Component Index (2022)
The Shenzhen Component Index fell 16.8% over 150 daily bars ending August 2, 2022, with a 31.3% drawdown. Step through each trading day, face 26 decision points including 9 critical ones, and receive an AI coach review in this simulated educational replay of pandemic-era policy volatility.
150 daily bars · 26 decision points · 2021-12 to 2022-08 · Stocks
Key facts
This window spans 225 days with a peak-to-trough drawdown of 31.3% and a 27.6% run-up.
- Max drawdown
- −31.3%
- Max run-up
- +27.6%
- Duration
- 225 days
- Largest single-day move
- −6.1%
- 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
The Shenzhen Component Index entered December 2021 as markets worldwide grappled with the evolving pandemic landscape. Over the following eight months through August 2, 2022, investors navigated a period marked by shifting policy signals and uncertain economic prospects. The scene captures 150 trading days of authentic market replay, offering traders and students of the market an opportunity to experience decision-making under policy-driven volatility without financial risk.
The index closed the period at 12120.02, down 16.8% from its opening level of 14569.18. The journey was far from linear, with the market experiencing a maximum drawdown of 31.3% at its trough. Such a drawdown tests the resolve of any participant, particularly when individual trading days recorded moves of up to 6.1%, underscoring the kind of intraday turbulence that can unsettle even disciplined investors. Throughout this 150-bar sequence, participants face 26 decision points, with 9 designated as critical junctures where positioning and conviction truly matter.
This replay is designed to train participants in three essential dimensions: process discipline under uncertainty, risk management when drawdowns exceed expectations, and psychological resilience when facing consecutive adverse moves. Navigating a 31.3% drawdown requires more than technical analysis; it demands emotional regulation and adherence to pre-defined rules. The scenario strips away financial consequence while preserving the cognitive load of real decision-making, making it a valuable pedagogical exercise for anyone seeking to understand how policy-driven volatility shapes market behavior and investor outcomes.