Collapse · KOSPI Index (2008)
KOSPI plunged 36.0% from June 2008 to January 2009, a 48.1% drawdown that captured the heart of the global financial crisis. Replay 144 authentic daily bars, face 25 decision points, and receive an AI coach review in this fully simulated environment.
144 daily bars · 25 decision points · 2008-06 to 2009-01 · Stocks
Key facts
This window spans 207 days with a peak-to-trough drawdown of 48.1% and a 25.9% run-up.
- Max drawdown
- −48.1%
- Max run-up
- +25.9%
- Duration
- 207 days
- Largest single-day move
- +11.9%
- Bars
- 144 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 the summer of 2008, the KOSPI index stood at 1808.96 as the global financial system began to unravel. The period from June 9, 2008 to January 2, 2009 captured the heart of the most severe market crisis in decades. Korean equities, like markets worldwide, faced a cascade of collapsing financial institutions, credit freezes, and macroeconomic uncertainty that made normal valuation frameworks obsolete. Every policy announcement, from interest rate decisions to emergency bailouts, moved prices violently. For anyone managing capital during this era, the stakes could not have been higher.
What unfolded over these 144 daily bars was a catastrophic drawdown. The KOSPI finished at 1157.4, a loss of -36.0% from the starting point, with a maximum drawdown of 48.1% meaning peak-to-trough losses were nearly half of all capital at risk. The largest single-bar move of 11.9% demonstrated how panic and liquidity crises can create overnight gaps that defy conventional stop-loss protection. Traders faced 25 decision points, with 9 critical junctures where positioning would determine whether they survived the storm or watched their portfolio hemorrhage value.
This replay is designed to train your process under existential market stress. Participants must grapple with sizing decisions when every position feels precarious, psychological discipline when redemptions and margin calls loom, and the discipline to reassess thesis when the world changes overnight. The scenario tests whether you can maintain analytical clarity when daily headlines suggest the sky is falling and every indicator flashes warning signs simultaneously.
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