Policy · KOSPI Index (2008)
Step into KOSPI’s 2008–2009 slide from 1558.62 to 1198.87, a -23.1% decline shaped by central-bank swap headlines. Replay each of the 144 daily bars, face 25 decision points, and review your choices with the AI coach in a simulated, educational setting.
144 daily bars · 25 decision points · 2008-07 to 2009-02 · Stocks
Key facts
This window spans 211 days with a peak-to-trough drawdown of 42.3% and a 30.8% run-up.
- Max drawdown
- −42.3%
- Max run-up
- +30.8%
- Duration
- 211 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
The scenario reconstructs the Korea Composite Stock Price Index (KOSPI) during one of the most turbulent periods in modern market history, spanning from July 14, 2008 to February 10, 2009. The market opened at 1558.62 as the global financial system faced cascading failures, interbank market seizures, and unprecedented central bank interventions. Currency swap agreements between major central banks became a critical policy tool to address dollar liquidity shortages affecting markets worldwide, including Korea. Participants enter an environment where policy headlines arrived almost daily, creating a high-stakes setting for studying how monetary policy decisions propagate through equity valuations.
Over the 144 daily bars replayed in this scenario, KOSPI descended from 1558.62 to 1198.87, a cumulative decline of -23.1%. The journey proved far more violent than the endpoint suggests: the maximum drawdown reached 42.3%, and the largest single-bar move spanned 11.9%. Twenty-five decision points are embedded across the historical sequence, nine of them flagged as critical moments where positioning and risk exposure would diverge most sharply from outcomes. The simulation forces participants to experience the texture of volatility clustering, where stretches of relative calm gave way abruptly to sharp reversals tied to policy announcements.
The educational value centers on building discipline under structural uncertainty. Trainees must calibrate position sizing against a 42.3% drawdown environment and practice separating information signals from noise during headline-driven swings. The 11.9% single-session moves test emotional regulation; panic selling and reckless averaging both prove costly. Working through 25 decision points, nine of which are critical, cultivates the habit of pre-commitment to rules before outcomes are known. This replay ultimately trains the decision process, not prediction, reinforcing that surviving crises requires probabilistic reasoning and risk management frameworks intact enough to function when psychological pressure peaks.
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