Default · KOSPI Index (2008)
Between July 2008 and February 2009, the KOSPI Index collapsed 31.9% across 144 trading days marked by extreme volatility. Replay each session decision-by-decision, navigate 25 policy-driven inflection points, and receive AI coach feedback in this simulated educational exercise.
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 41.1% and a 30.8% run-up.
- Max drawdown
- −41.1%
- 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 KOSPI Index entered July 2008 as a benchmark of South Korea's equity market, reflecting both domestic economic conditions and global financial interconnectedness. By late July, the index stood at 1567.2 points as mounting global credit concerns began to reshape investor sentiment worldwide. This replay scenario places you at the center of 25 policy-driven inflection points across 144 trading days, where every decision would compound in an environment of escalating systemic risk.
What unfolded was a sustained and severe contraction: the index declined to 1067.08 by late February 2009, representing a total return of -31.9%. The journey was anything but orderly, with the largest single trading session moving 11.9% and maximum drawdown reaching 41.1%. Navigating this downward momentum required more than directional conviction—it demanded constant recalibration between the urgency of action and the discipline of preservation.
This episode exposes the limits of linear forecasting. Market declines rarely follow clean paths; they accelerate through feedback loops of credit contraction, risk aversion, and policy uncertainty. The 9 critical decision points in this replay highlight how sequence matters—a single misstep in position sizing or timing can erode gains accumulated across multiple correct calls. For decision training, the lesson is structural: risk management protocols must anticipate extended drawdowns, and psychological resilience must hold through moves that feel unprecedented in the moment even when historical precedent exists.