Boom · KOSPI Index (2003)
Re-live a Korean 40.7% KOSPI climb across 150 daily bars from April to November 2003. Step through each session, face 26 decision points, and receive AI coach feedback in a fully simulated, educational market replay.
150 daily bars · 26 decision points · 2003-04 to 2003-11 · Stocks
Key facts
This window spans 223 days with a peak-to-trough drawdown of 9.3% and a 43.5% run-up.
- Max drawdown
- −9.3%
- Max run-up
- +43.5%
- Duration
- 223 days
- Largest single-day move
- +5.0%
- 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
In April 2003, South Korea's KOSPI index sat at 569.47, navigating the aftermath of a domestic credit-card crisis that had shaken consumer confidence and bank balance sheets. The era was defined by policy responses aimed at stabilizing financial markets and restoring economic momentum. This 150-day replay captures a period when institutional investors and market participants alike had to assess shifting monetary signals while the index traced an unfamiliar upward trajectory against a backdrop of lingering uncertainty.
What unfolded over the subsequent months was a sustained climb of 40.7%, carrying the index to 800.97 by November. Yet the journey was far from linear. The market experienced a maximum drawdown of 9.3% and endured its largest single-session swing of 5.0%, reminding participants that volatility accompanies every extended move. Across these 150 daily bars, traders faced 26 decision points—9 of them deemed critical moments where positioning and risk management decisions carried heightened consequence.
This replay is designed to train decision-making under conditions of extended optimism punctuated by sudden turbulence. The 9.3% drawdown tests commitment to process; the 5.0% single-bar volatility challenges emotional regulation. Participants learn that a 40.7% aggregate gain does not eliminate the psychological friction of intermediate setbacks, and that disciplined navigation through 26 documented decision points—rather than prediction of market direction—is what separates methodical training from speculation.
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