Commodity Shock · KOSPI Index (2008)
Replay 144 turbulent days on the KOSPI between 2008-09-09 and 2009-04-07, when the index slid from 1454.5 to 1300.1. Walk through each session, tackle 25 decision points including 9 critical moments, and review your calls with an AI coach in this simulated training exercise.
144 daily bars · 25 decision points · 2008-09 to 2009-04 · Stocks
Key facts
This window spans 210 days with a peak-to-trough drawdown of 37.5% and a 38.5% run-up.
- Max drawdown
- −37.5%
- Max run-up
- +38.5%
- Duration
- 210 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 autumn of 2008, the KOSPI index stood at 1454.5 as global commodity markets convulsed. The Korean equity market faced a perfect storm: collapsing oil prices, global credit seize-up, and accelerating risk aversion swept through Asian markets. For traders and investors, this period represented a critical test of crisis decision-making under extreme uncertainty.
The replay spans 144 trading days from 2008-09-09 to 2009-04-07, during which the index declined to 1300.1, a net loss of 10.6%. Yet the headline figure obscures the true volatility: the maximum drawdown reached 37.5%, with single sessions moving as much as 11.9%. The market did not fall in a straight line—each session demanded fresh assessment as conditions shifted daily.
This replay offers 25 decision points—9 deemed critical—forcing participants to navigate momentum shifts, assess risk-reward under duress, and manage positions through prolonged uncertainty. The scenario tests whether traders can avoid common behavioral traps: chasing momentum at peaks, abandoning discipline during sharp reversals, and miscalculating exposure after losses. Success hinges on disciplined process, clear risk thresholds, and emotional steadiness when markets move violently.