CSI 300 Uptrend Replay (2026-03-23 to 2026-05-13)
Replay a 68-bar CSI 300 uptrend from February 25 to June 4, 2026, where the index climbed 3.8% from 4.75 to 4.93. You step through each daily decision point and receive an AI coach review in a simulated, educational environment.
68 daily bars · 11 decision points · 2026-02 to 2026-06 · Stocks
Key facts
This window spans 99 days with a peak-to-trough drawdown of 6.7% and a 13.3% run-up.
- Max drawdown
- −6.7%
- Max run-up
- +13.3%
- Duration
- 99 days
- Largest single-day move
- +3.4%
- Bars
- 68 Daily bars
- Decision points
- 11
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 CSI 300 entered an uptrend phase between February 25 and June 4, 2026, spanning 68 daily trading bars. This period in the 2020s tested investors' ability to navigate a modest but meaningful advance in Chinese large-cap equities. With the index moving from 4.75 to 4.93, participants faced the challenge of capturing upside while managing the inevitable pullbacks that characterize even the steadiest rallies.
Over the full data span, the index achieved a 3.8% gain, reaching 4.93 from its starting point of 4.75. However, the path was not linear: a maximum drawdown of 6.7% tested conviction, while the largest single-day move of 3.4% introduced sudden volatility that could unsettle unprepared traders. Eleven decision points peppered this replay, with four marked as critical junctures where positioning choices carried heightened consequences.
This scenario sharpens decision training by confronting participants with the psychological tension between patience during drawdowns and discipline during momentum bursts. The modest absolute return underscores that sound process often yields limited visible reward in the short term, while the drawdown and volatility spikes reveal how risk management separates disciplined traders from impulsive ones. Participants learn that surviving 6.7% pullbacks without abandoning strategy is itself a skill that compounds over time in the 2020s market environment.
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