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Bubble · KOSPI Index (2000)

StocksKOSPIKRPolicy2000-01 to 2000-08Difficulty 4/5FreeView charts

The KOSPI index fell 29.8% from 948.65 to 666.08 between January and August 2000 as the dot-com bubble burst across Korean markets. Replay each trading day, face 25 decision points, and receive an AI coach review in this simulated historical training environment.

144K lines
25Decision points
4Difficulty
DailyGranularity

144 daily bars · 25 decision points · 2000-01 to 2000-08 · Stocks

Key facts

This window spans 214 days with a peak-to-trough drawdown of 33.6% and a 29.8% run-up.

Max drawdown
−33.6%
Max run-up
+29.8%
Duration
214 days
Largest single-day move
−11.6%
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

How to play
  1. The market advances day by day. You only see candles up to the current day — as if you were really there.

  2. At key decision points choose Buy / Trim / Exit / Hold. Each decision advances the timeline by one day.

  3. 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 KOSPI index traded on the Korea Exchange entered 2000 at a critical juncture. The dot-com mania that had swept global markets was beginning to show cracks, and Korean equities—closely tied to technology and export sectors—faced mounting pressure as risk sentiment shifted worldwide. This scenario spans the first eight months of 2000, a period when investors were coming to terms with unsustainable valuations that had characterized the previous bull market.

Between January 7 and August 8, 2000, the KOSPI fell 29.8% from 948.65 to 666.08 across 144 trading days. The maximum drawdown reached 33.6%, while the largest single-bar move of 11.6% captured the kind of violent intraday swings that define panic selling. Nine critical decision points punctuate this decline, each demanding a response to deteriorating conditions under uncertainty.

This replay tests the ability to manage risk when markets trend decisively lower. Participants face 25 decision points where process discipline matters more than prediction. The scenario reveals how drawdowns compound, how volatility clusters, and how psychological pressure mounts when positions move against you. Training here builds the habits needed to survive periods of sustained market stress—sizing positions appropriately, respecting stops, and maintaining composure when headlines turn bearish.