Default · KOSPI Index (1999)
Step into a six-month window where Korea’s KOSPI Index slid 10.8% from 969.72 amid one of the era’s defining corporate collapses. Across 144 daily bars you’ll weigh 25 decision points, including 9 critical ones, then receive an AI coach review of your judgment in a simulated, educational setting.
144 daily bars · 25 decision points · 1999-07 to 2000-02 · Stocks
Key facts
This window spans 210 days with a peak-to-trough drawdown of 20.2% and a 33.8% run-up.
- Max drawdown
- −20.2%
- Max run-up
- +33.8%
- Duration
- 210 days
- Largest single-day move
- −6.9%
- 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
In mid-1999, the KOSPI Index traded near 969.72 as Korea's market navigated one of the era's most significant corporate crises. The period from July 30, 1999 to February 25, 2000 captured 144 daily bars of intense market volatility, with the collapse of a major conglomerate testing investor confidence across the 1990s into the 2000s. This was a moment where the fundamentals of Korean corporate governance faced unprecedented scrutiny.
The index ultimately closed at 864.76, a decline of 10.8% over the six-month window. During this stretch, the maximum drawdown reached 20.2%, while the largest single-day move hit 6.9% — moments that demanded split-second decisions under extreme pressure. Across the 144 trading days, participants faced 25 decision points, including 9 critical junctures that could determine portfolio resilience or capitulation.
For decision training, this scenario reveals how systemic corporate stress can overwhelm individual stock analysis. The 20.2% drawdown illustrates the importance of position sizing and risk limits when black swan events materialize in interconnected markets. The 6.9% intraday swings test emotional discipline — the ability to avoid panic selling at bottoms or greed-driven accumulation at peaks. Each of the 9 critical decision points becomes a mirror for examining one's process: Did you size positions appropriately? Did you have clear exit criteria? Did you maintain conviction during the decline? These questions matter more than predicting the next move.