Pandemic · Shenzhen Component Index (2022)
Replay 144 daily bars of the Shenzhen Component Index from August 2022 to March 2023, a stretch marked by a 17.5% drawdown. You make 25 decision points bar-by-bar, then receive an AI coach review of your choices in a simulated, educational environment.
144 daily bars · 25 decision points · 2022-08 to 2023-03 · Stocks
Key facts
This window spans 217 days with a peak-to-trough drawdown of 17.5% and a 16.9% run-up.
- Max drawdown
- −17.5%
- 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
The Shenzhen Component Index enters a defining test of resilience from August 2022 through March 2023. This 144-bar journey captures a market navigating the transition from pandemic-era restrictions toward eventual reopening—a period freighted with uncertainty about policy shifts, economic reopening, and global liquidity pressures. Participants face a -6.6% overall decline wrapped inside much larger internal swings, with an eventual 17.5% peak-to-trough drawdown that tests conviction and discipline. The scenario presents 25 decision points, including 9 critical junctures where positioning choices carry amplified consequences.
By the close on March 15, 2023, the index settled at 11413.43 from an opening of 12223.51—a net retreat of -6.6% over the full span. Yet this headline number conceals the turbulence within: the market carved through a 17.5% maximum drawdown during the journey, while individual sessions saw moves as large as 3.2% in a single bar. Navigating these sharp intraday and interday convulsions required continuous reassessment of risk exposure and conviction timing.
The episode distills essential lessons for disciplined market participants. First, process matters more than prediction—navigating a -6.6% decline that houses a 17.5% drawdown demands strict adherence to position sizing and risk rules rather than directional conviction. Second, volatility itself becomes information; a 3.2% single-bar move signals either capitulation or opportunity depending on context, and the ability to distinguish between them defines edge. Third, psychological resilience determines survival—maintaining composure across nine critical decision points amid sustained pressure separates disciplined operators from reactive ones. This replay strips away hindsight, forcing learners to confront uncertainty with only the information available at each bar.