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Regulation · Shenzhen Component Index (2024)

StocksSZSE ComponentCNPolicy2023-12 to 2024-07Difficulty 2/5FreeView charts

Replay the Shenzhen Component Index across 144 daily bars from December 2023 to July 2024, when the index fell 9.9% amid new 'Nine Measures' regulation. Step through each session, face 25 decision points, and receive an AI coach review of your simulated choices.

144K lines
25Decision points
2Difficulty
DailyGranularity

144 daily bars · 25 decision points · 2023-12 to 2024-07 · Stocks

Key facts

This window spans 218 days with a peak-to-trough drawdown of 17.6% and a 22.9% run-up.

Max drawdown
−17.6%
Max run-up
+22.9%
Duration
218 days
Largest single-day move
+6.2%
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

How to play
  1. The market advances day by day. You only see candles up to the current day — as if you were really there.

  2. At key decision points choose Buy / Trim / Exit / Hold. Each decision advances the timeline by one day.

  3. 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 in late 2023 stood at the crossroads of China's evolving regulatory philosophy. As the 'Nine Measures' policy framework took shape, market participants faced a complex landscape where regulatory intent and market reaction would test every trader's analytical framework. The 2020s were reshaping how investors understood policy-driven volatility in mainland markets, making this historical period a rich training ground for decision-makers.

From December 4, 2023 through July 9, 2024, the index traversed 144 daily bars, declining from 9660.44 to 8705.94, a retreat of -9.9%. The journey proved far rougher than the endpoint suggested, as maximum drawdown stretched to 17.6%. Volatility surprised even seasoned observers when a single session delivered a 6.2% move, underscoring how policy headlines can compress significant price action into isolated trading days.

This replay embeds 25 decision points across the period, with 9 flagged as critical junctures where directional conviction mattered most. The scenario demands that participants confront the tension between analytical patience and emotional urgency, practice sizing decisions under drawdown pressure, and refine their process for distinguishing signal from noise when regulatory themes dominate headlines. Success here is measured not by matching historical outcomes but by building the calibration habits that serve through future uncertainty.