Inflation · Shanghai Composite Index (2007)
Replay 150 daily bars of the 2007 Shanghai Composite as CPI-driven tightening reshaped sentiment, with a peak-to-trough drawdown of 21.2%. Step through each session, navigate 26 decision points including 9 critical ones, and receive an AI coach review of your choices in a simulated environment.
150 daily bars · 26 decision points · 2007-05 to 2007-12 · Stocks
Key facts
This window spans 216 days with a peak-to-trough drawdown of 21.2% and a 68.5% run-up.
- Max drawdown
- −21.2%
- Max run-up
- +68.5%
- Duration
- 216 days
- Largest single-day move
- −8.3%
- Bars
- 150 Daily bars
- Decision points
- 26
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
2007 was a pivotal year for China\'s equity markets. The Shanghai Composite had been climbing steadily, but inflationary pressures were building as CPI data pointed toward monetary tightening. The period from May to December 2007 placed traders in a landscape where policy signals could reverse sentiment overnight, creating an environment where every data release carried weight. Participants in this replay would need to navigate a market caught between growth momentum and the threat of restrictive policy.
Over 150 trading sessions from 2007-05-15 to 2007-12-17, the index advanced from 3899.18 to 4876.76, a gain of 25.1%. Yet the headline number masked significant turbulence—a peak-to-trough drawdown of 21.2% tested even patient strategies. The largest single-bar move of 8.3% reminded traders that extreme sessions arrive without warning. Across the replay, participants faced 26 decision points, with 9 flagged as critical moments where directional conviction mattered most.
This replay teaches that surviving volatility is a learnable skill. A 21.2% drawdown is not a failure of the market but a feature of it—discipline means accepting temporary losses without abandoning process. The clustering of critical decisions underscores how a handful of pivotal moments shape outcomes, making preparation for inflection points more valuable than chasing every fluctuation. Above all, the session reveals how policy-driven uncertainty amplifies fear and greed, requiring traders to manage psychology as carefully as position size. The 2000s era of emerging-market growth combined with tightening cycles offers a timeless case study in navigating sentiment cycles.