Inflation · KOSPI Index (2008)
Step into 150 bars from October 2007 to May 2008 as inflation pressures mount and the KOSPI Index slides 6.0% amid 23.8% peak-to-trough turbulence. Replay each authentic trading day, weigh 26 decision points including 9 critical ones, and receive an AI coach review of your simulated choices.
150 daily bars · 26 decision points · 2007-10 to 2008-05 · Stocks
Key facts
This window spans 224 days with a peak-to-trough drawdown of 23.8% and a 20.0% run-up.
- Max drawdown
- −23.8%
- Max run-up
- +20.0%
- Duration
- 224 days
- Largest single-day move
- +4.7%
- 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 October 2007, South Korea's KOSPI Index entered one of its most turbulent periods as global inflation pressures began to intensify. The scenario spans 150 trading days through May 2008, capturing a market environment where monetary tightening, commodity price surges, and deteriorating consumer confidence created a toxic mix for equity investors. Participants face the challenge of navigating this environment with authentic daily price data and multiple critical decision points.
The index closed the period at 1852.02, representing a -6.0% decline from the opening close of 1970.1. However, the headline figure masks severe intermediate volatility, with a maximum drawdown of 23.8% and single-bar moves reaching 4.7%. Throughout the 150-bar simulation, traders encountered 26 decision points, with 9 designated as critical moments where positioning choices carried heightened consequence.
For decision training, this scenario emphasizes the psychological discipline required when facing prolonged drawdowns without clear resolution. Participants must practice distinguishing between temporary volatility and structural trend shifts, managing position sizing during high uncertainty, and maintaining emotional equilibrium when paper losses mount. The interplay between macro headlines and intraday price action provides fertile ground for developing systematic approaches to crisis navigation.