Default · KOSPI Index (2003)
Replay 146 daily bars from the 2002–2003 KOSPI cycle, where the index fell from 681.27 to 651.29 amid policy uncertainty. Step through each trading day, tackle 25 decision points, and receive an AI coach review of your simulated choices.
146 daily bars · 25 decision points · 2002-11 to 2003-06 · Stocks
Key facts
This window spans 216 days with a peak-to-trough drawdown of 30.0% and a 26.4% run-up.
- Max drawdown
- −30.0%
- Max run-up
- +26.4%
- Duration
- 216 days
- Largest single-day move
- +5.0%
- Bars
- 146 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 (2003)2003 · Lv.3
- Collapse · KOSPI Index (2003)2003 · Lv.3
- Bubble · KOSPI Index (2000)2000 · Lv.4
- Boom · KOSPI Index (1999)1999 · Lv.4
- Crash · KOSPI Index (2000)1999 · Lv.4
- Bubble · KOSPI Index (2000)1999 · Lv.4
Event Replay
What happened — and what it teaches
The Korean stock market entered a turbulent stretch as 2002 gave way to 2003. KOSPI was navigating an era marked by policy uncertainty and the domestic credit card crisis that had begun surfacing in late 2002. This historical replay places you directly into that volatile environment, confronting the same market forces and policy questions that traders faced during this challenging period.
The index moved from 681.27 to 651.29, an overall decline of -4.4%, across 146 daily bars from November 7, 2002 to June 11, 2003. Beneath that modest headline loss lay significant turbulence: a maximum drawdown of 30.0% tested portfolio endurance, while the largest single-bar move of 5.0% created moments of acute intraday stress. Across 25 decision points—9 of them critical—you would have been forced to act as the market oscillated between policy hope and economic doubt.
This scenario isolates the psychological dimension of trading under sustained pressure. Navigating a 30.0% peak-to-trough decline while maintaining conviction requires emotional discipline and unwavering commitment to risk management. The 5.0% single-day swings tested whether participants could distinguish between noise and signal, or whether panic would override process. The exercise demonstrates that weathering extended drawdowns and sudden reversals demands both systematic frameworks and psychological resilience—the defining characteristic separating disciplined traders from those undone by fear and greed.