Beijing, China Historical Replay: 2018-12 to 2021-05
Replay Beijing's property market across 30 monthly bars from 2018-12 to 2021-05, capturing a 41.6% decline and a steep 46.5% drawdown. Step through each decision point day by day, then receive an AI coach review of your simulated choices.
30 monthly bars · 6 decision points · 2018-12 to 2021-05 · Property
Key facts
Peak-to-trough drawdown of 46.5% with a 7.3% run-up.
- Max drawdown
- −46.5%
- Max run-up
- +7.3%
- Largest single-month move
- −46.5%
- Bars
- 30 Monthly bars
- Decision points
- 6
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 Beijing property market replay spans 30 monthly bars from 2018-12 to 2021-05, encompassing both the 2010s and 2020s decades. This period captures one of the most volatile chapters in modern Chinese real estate history, when pandemic uncertainty collided with an already cooling market. Six decision points punctuate the timeline, two of which the scenario identifies as critical junctures where positioning decisions carried heightened consequence. The market at the outset showed a closing level of 177.33, leaving participants to navigate an environment where the stakes of each allocation choice were substantial.
What unfolded over that 30-month span was a decline of 41.6%, closing at 103.6. The market experienced a maximum drawdown of 46.5%, with the largest single-bar move matching that figure at 46.5%. These numbers describe a market that did not simply drift lower but exhibited sharp, compressed episodes of adverse movement. The severity of that largest single-period decline underscores how quickly sentiment can shift when external shocks compound existing vulnerabilities, turning a cyclical downturn into something far more abrupt.
For decision training, this replay illuminates the danger of underestimating correlation between macro shocks and localized asset prices. The process lesson centers on position sizing: a 46.5% single-bar move can survive a well-constructed portfolio but devastate an concentrated one. Psychologically, the scenario tests whether participants can maintain disciplined frameworks when headlines scream crisis and prices gap sharply. The two critical decision points serve as pressure valves, forcing learners to confront whether their risk limits are principles or aspirations. Historical context without hindsight bias becomes the truest teacher here.
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