War · KOSPI Index (1999)
Reclaim the war-driven KOSPI stretch as 144 daily bars from February to September 1999, with closes climbing 67.0% and a 15.5% max drawdown along the way. You step through each authentic day, face 9 critical decision points, and receive an AI coach review in a simulated, educational replay.
144 daily bars · 25 decision points · 1999-02 to 1999-09 · Stocks
Key facts
This window spans 207 days with a peak-to-trough drawdown of 15.5% and a 106.2% run-up.
- Max drawdown
- −15.5%
- Max run-up
- +106.2%
- Duration
- 207 days
- Largest single-day move
- −7.3%
- 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.
Related scenarios
- Boom · KOSPI Index (1999)1999 · Lv.4
- Crash · KOSPI Index (2000)1999 · Lv.4
- Bubble · KOSPI Index (2000)1999 · Lv.4
- Default · KOSPI Index (1999)1999 · Lv.3
- Collapse · KOSPI Index (1998)1998 · Lv.5
- Bubble · KOSPI Index (2000)2000 · Lv.4
Event Replay
What happened — and what it teaches
In early 1999, the KOSPI index traded within the shadow of ongoing military tension on the Korean peninsula, navigating a geopolitical landscape that injected persistent uncertainty into financial markets. Investors faced the delicate task of pricing assets while regional security concerns fluctuated unpredictably, creating an environment where political headlines could override traditional valuation metrics. The period from February to September presented a prolonged stress test for portfolios positioned across Korean equities.
The index moved from a close of 545.38 on February 8 to finish at 910.62 by early September, delivering a net gain of 67.0% across 144 authentic daily bars. The journey was anything but linear, with a maximum drawdown of 15.5% testing conviction at various points along the way. The largest single-bar move of 7.3% underscored moments when sentiment could shift violently on news flow. Across the replay, participants confronted 25 decision points, of which 9 were flagged as critical junctions where directional conviction would be severely examined.
This scenario trains participants to maintain disciplined process when headlines amplify fear and greed simultaneously. Managing through a 15.5% peak-to-trough decline without abandoning a sound framework builds the psychological resilience required in volatile markets. The presence of outsized single-day moves reminds us that volatility clusters and that position sizing must account for tail moves that feel impossible until they arrive. Navigating the nine critical moments develops the habit of reassessing thesis rather than reacting mechanically, turning geopolitical noise into manageable, structured decisions.