Pandemic · Shenzhen Component Index (2022)
Replay 144 daily bars of the Shenzhen Component Index from July 2022 to February 2023, watching it fall 6.8% amid pandemic-driven volatility. Step through 25 decision points, including 9 critical ones, and receive an AI coach review of your simulated choices.
144 daily bars · 25 decision points · 2022-07 to 2023-02 · Stocks
Key facts
This window spans 217 days with a peak-to-trough drawdown of 19.1% and a 16.9% run-up.
- Max drawdown
- −19.1%
- Max run-up
- +16.9%
- Duration
- 217 days
- Largest single-day move
- +3.2%
- 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 the summer of 2022, investors faced a market grappling with pandemic uncertainty and shifting policy expectations. The Shenzhen Component Index set the stage for a consequential replay, spanning 144 trading days from July 8, 2022, to February 10, 2023. The index began the period at 12,857.13, carrying the weight of economic reopening debates and regulatory signals that would test participants across the 2020s era.
The index closed at 11,976.85, representing a -6.8% decline over the period. Yet the headline number obscures the turbulence beneath: a maximum drawdown of 19.1% tested portfolio resilience, while the largest single-day move of 3.2% demonstrated how quickly sentiment could shift. Participants navigated 25 decision points, including 9 critical moments where directional conviction and risk calibration determined outcomes. The gap between starting and ending levels only tells part of the story—the journey through drawdown phases and intraday volatility shaped the experience.
This replay trains the decision-making process under sustained pressure. Participants practice maintaining discipline when facing prolonged negative returns, calibrating position sizing against historical drawdown extremes, and recognizing when volatility spikes demand recalibration rather than reactive action. The 9 critical decision nodes serve as deliberate pauses to evaluate whether emotional responses align with pre-established process. Completing the simulation with AI coach feedback transforms historical market data into a laboratory for refining judgment under uncertainty.