Policy · Shenzhen Component Index (2024)
Replay 144 daily bars of the Shenzhen Component Index from May to December 2024, capturing an 18.1% drawdown and a 10.7% single-day surge. Work through 25 decision points, including 9 critical ones, with AI coach feedback in a simulated training environment.
144 daily bars · 25 decision points · 2024-05 to 2024-12 · Stocks
Key facts
This window spans 211 days with a peak-to-trough drawdown of 18.1% and a 44.0% run-up.
- Max drawdown
- −18.1%
- Max run-up
- +44.0%
- Duration
- 211 days
- Largest single-day move
- +10.7%
- 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 sits at the intersection of China's tech-heavy private sector and broader policy signals. The replay spans 144 daily bars from May 14 to December 11, 2024 — a period that covers the 2020s decade when structural shifts in China's economic priorities were most visible. Participants face the task of navigating a market sensitive to policy cues, where positioning ahead of key inflection points can mean the difference between preserving capital and absorbing sharp losses.
The period delivered both. The index moved from 9668.73 to 10848.42, a net gain of 12.2%, yet the journey was anything but smooth. An 18.1% drawdown tested patience and risk discipline, while a single session surged 10.7% — the kind of move that forces immediate decisions about whether to chase, trim, or hold. Across these eight months, traders encountered 25 decision points, nine of which the system flags as critical — moments where the policy or market signal carried outsized consequence for directional positioning.
This replay sharpens the ability to act under uncertainty without the luxury of hindsight. The core tension is not predicting policy, but building a process that absorbs volatility as information rather than noise. Managing the 18.1% drawdown without panic, recognizing when a 10.7% single-day surge signals momentum versus reversal, and working through 25 structured decisions with AI coach feedback — these are the skills that transfer beyond any single scenario.