Inflation · Shenzhen Component Index (2022)
Replay 144 daily bars of the Shenzhen Component Index as global inflation peaked in 2022, with a 24.7% max drawdown testing every decision. Step through 25 decision points day by day, get AI coach feedback, and learn how policy headlines moved price in simulated-only training.
144 daily bars · 25 decision points · 2022-02 to 2022-09 · Stocks
Key facts
This window spans 207 days with a peak-to-trough drawdown of 24.7% and a 27.6% run-up.
- Max drawdown
- −24.7%
- Max run-up
- +27.6%
- Duration
- 207 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
In early 2022, the Shenzhen Component Index represented a critical test case for investors navigating one of the most complex macroeconomic environments in recent memory. As global inflation surged toward multi-decade highs, central banks pivoted toward aggressive tightening, creating crosscurrents that weighed heavily on emerging market equities. The February-to-September window captured a period where policy uncertainty collided with domestic growth pressures, making every trading decision feel consequential.
Over 144 trading days, the index descended from 13456.65 to 11702.39, a decline of 13.0%. The journey proved far from linear—a maximum drawdown of 24.7% carved through portfolios, while a largest single-bar move of 6.1% testified to the volatility embedded in policy-driven selling. This turbulence generated 25 decision points, with 9 deemed critical moments where positioning could meaningfully alter outcomes. Navigating such swings required more than conviction; it demanded a repeatable process.
This replay sharpens three essential skills. First, it forces disciplined risk management—you learn to size positions so that a 24.7% peak-to-trough decline does not incapacitate your portfolio. Second, it reveals how policy headlines can trigger sharp intraday moves, demanding emotional control when markets gap unexpectedly. Third, it trains you to distinguish noise from signal: not every 6.1% single-day swing warrants action, but the nine critical junctures demand clear reasoning. By reliving this period in simulated-only training, you build the judgment and emotional resilience needed when similar conditions resurface in live markets.