Inflation · KOSPI Index (2007)
Between August 2007 and March 2008, the KOSPI slid from 1908.68 to 1645.69, a 13.8% decline shaped by oil-driven imported inflation. Replay each of the 150 historical trading days, make decisions at 26 policy-sensitive points, and receive an AI coach review, simulated capital only.
150 daily bars · 26 decision points · 2007-08 to 2008-03 · Stocks
Key facts
This window spans 225 days with a peak-to-trough drawdown of 23.8% and a 26.1% run-up.
- Max drawdown
- −23.8%
- Max run-up
- +26.1%
- Duration
- 225 days
- Largest single-day move
- −6.9%
- 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.
Related scenarios
- Bubble · KOSPI Index (2008)2007 · Lv.3
- Inflation · KOSPI Index (2008)2007 · Lv.3
- Bubble · KOSPI Index (2007)2007 · Lv.4
- Bubble · KOSPI Index (2007)2007 · Lv.4
- Boom · KOSPI Index (2009)2008 · Lv.4
- Commodity Shock · KOSPI Index (2008)2008 · Lv.4
Event Replay
What happened — and what it teaches
In August 2007, South Korea's KOSPI index stood at 1908.68, entering a treacherous seven-month period shaped by oil-driven imported inflation. Over 150 trading days ending March 21, 2008, participants faced a market under pressure from global commodity forces beyond domestic control. Twenty-six policy-sensitive moments punctuated this replay, nine deemed critical enough to demand decisive positioning.
The index ultimately descended to 1645.69, a retreat of 13.8% that understates the true journey. Maximum drawdown reached 23.8%, while the largest single session moved 6.9%, moments when fear or greed could amplify losses dramatically. Those who survived intact did so not by predicting the bottom but by respecting the depth of systemic risk.
This replay distills a lesson in humility: commodity-driven inflation is an external shock that respects no valuation metrics. The 26 decision points test whether participants can distinguish signal from noise, maintain position discipline through a 23.8% drawdown, and avoid catastrophic errors on 6.9% single-bar swings. The goal is not to call the exact bottom at 1645.69, but to emerge with risk management intact and a clearer understanding of how external inflationary pressures reshape equity valuations.