Collapse · KOSPI Index (2003)
South Korea's KOSPI rebounded 30.9% from a 9.3% drawdown across 146 turbulent daily bars. Replay this 2003 policy-driven volatility step by step, face 25 decision moments, and receive an AI coach review through simulated, educational market training.
146 daily bars · 25 decision points · 2003-06 to 2004-01 · Stocks
Key facts
This window spans 216 days with a peak-to-trough drawdown of 9.3% and a 30.9% run-up.
- Max drawdown
- −9.3%
- Max run-up
- +30.9%
- Duration
- 216 days
- Largest single-day move
- −4.5%
- 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.
Event Replay
What happened — and what it teaches
In June 2003, South Korea's KOSPI entered a period defined by policy uncertainty and credit market stress. The index sat near 649.75 as regulators grappled with the aftermath of consumer credit expansion, and global investors watched for signs of systemic strain in East Asian markets. This was a moment when monetary and fiscal signals were ambiguous, and position sizing decisions carried outsized consequences for portfolio durability.
Over the following 146 trading days ending January 12, 2004, KOSPI ultimately climbed to 850.79, a 30.9% recovery. Yet the path was anything but straight. The market endured a 9.3% maximum drawdown and absorbed single-bar moves as large as 4.5%, reflecting sharp intraday reversals tied to policy communications. Participants faced 25 decision points, nine of them critical junctures where directional bias had to be actively reassessed against emerging data.
This replay trains the discipline of updating convictions without abandoning process. The 9.3% drawdown demonstrates how even correct directional bets require risk management to survive volatility spikes. The 4.5% single-day moves test emotional regulation under rapid price swings. Trainees learn to distinguish between signal and noise in policy-driven markets, practicing position adjustment as evidence evolves rather than reacting from fear or greed. The goal is building decision consistency across ambiguous regimes where outcome variance is high and attribution is difficult.
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