Policy · Shenzhen Component Index (2023)
Replay a 144-day stretch in which the Shenzhen Component Index slid 15.9% from 11,717.26 to 9,855.66 amid shifting policy headlines. You step through each trading day, make choices at 25 decision points, and receive an AI coach review of your reasoning, all in a simulated educational environment.
144 daily bars · 25 decision points · 2023-04 to 2023-11 · Stocks
Key facts
This window spans 216 days with a peak-to-trough drawdown of 19.6% and a 6.9% run-up.
- Max drawdown
- −19.6%
- Max run-up
- +6.9%
- Duration
- 216 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 entered a turbulent seven-month stretch in April 2023, when policy discussions around stamp duty adjustments began circulating across market commentary. Over 144 trading days, investors faced a landscape where fiscal policy signals created persistent uncertainty, forcing participants to weigh short-term headline risk against longer-term structural positioning. This replay immerses you in that environment, asking you to navigate 25 distinct decision points where the line between reaction and prudence was often unclear.
The index fell from 11717.26 to 9855.66, representing a decline of -15.9%, while experiencing a maximum drawdown of 19.6%. Throughout this period, the largest single-bar move reached 2.5%, illustrating how quickly sentiment could reverse on policy headlines. The concentration of sharp moves into isolated sessions tested every participant's ability to distinguish signal from noise in an environment shaped by shifting expectations.
This scenario sharpens your ability to manage risk under ambiguous policy conditions. Nine of the 25 decision points are marked as critical, moments where positioning decisions carried amplified consequence. The educational value lies not in predicting policy outcomes but in building the discipline to act on process rather than impulse, and in understanding how drawdowns of this magnitude can test both portfolio construction and psychological resilience. The stamp duty narrative serves as a lens for examining how fiscal signals can drive volatility beyond what fundamentals alone would suggest, offering a rich case study in navigating policy-driven markets with measured, evidence-based responses.