Policy · Shenzhen Component Index (2023)
A Shenzhen Component Index window saw a 21.2% drawdown from March to October 2023. Replay each daily bar, face 25 decision points, and receive AI coach feedback in a simulated, educational environment.
144 daily bars · 25 decision points · 2023-03 to 2023-10 · Stocks
Key facts
This window spans 217 days with a peak-to-trough drawdown of 21.2% and a 6.4% run-up.
- Max drawdown
- −21.2%
- Max run-up
- +6.4%
- Duration
- 217 days
- Largest single-day move
- +2.5%
- 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, a key benchmark of China's technology and growth-oriented stocks on the SZSE, entered a challenging period from March 20, 2023. The market faced a complex environment shaped by policy signals, including directives from the Politburo meeting regarding activation of the capital markets. With 144 daily bars spanning over seven months, this scenario captures a full market cycle where investors had to navigate shifting policy expectations and their impact on equity valuations across the 2020s decade.
What unfolded was a sustained decline: the index closed at 11247.13 on the first day and ended at 9425.98, representing a -16.2% loss. The maximum drawdown reached 21.2%, meaning peak-to-trough losses exceeded one-fifth of the index's value at its high point. The largest single-day move was 2.5%, highlighting moments of acute volatility when policy news or market sentiment could swing prices sharply in either direction. These numbers define a market environment where staying the course required conviction, while adjusting positions demanded discipline.
This replay offers 25 decision points, 9 of them marked as critical, allowing participants to practice responding to policy-driven market stress. The scenario teaches risk management through the lens of drawdown awareness, process discipline through structured bar-by-bar analysis, and emotional regulation by confronting losses without real capital at stake. Engaging with this historical period builds the psychological resilience and analytical habits needed when navigating similarly turbulent markets in the future.