Collapse · KOSPI Index (2009)
Replay 144 daily bars of the KOSPI Index from Dec 23, 2008 to Jul 21, 2009, a period that saw a 30.1% recovery and a 17.0% drawdown. Step through 25 decision points, nine of them critical, and receive an AI coach review in this simulated training environment.
144 daily bars · 25 decision points · 2008-12 to 2009-07 · Stocks
Key facts
This window spans 210 days with a peak-to-trough drawdown of 17.0% and a 46.1% run-up.
- Max drawdown
- −17.0%
- Max run-up
- +46.1%
- Duration
- 210 days
- Largest single-day move
- −6.0%
- 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 replay opens on December 23, 2008, with the KOSPI Index navigating the wreckage of the global financial crisis. Korean markets, deeply integrated into world trade, faced mounting uncertainty as recession fears dominated investor sentiment. Central banks and governments were deploying policy tools, but the path forward remained obscured by volatility and doubt. This was a moment when every trading decision carried extraordinary weight.
The 144 trading days that followed told a story of dramatic recovery tempered by persistent risk. From 1144.31 to 1488.99, the index surged 30.1 percent, yet the journey was anything but smooth. A maximum drawdown of 17.0 percent tested even the steadiest hands, while the largest single-day move of 6.0 percent reminded participants that sentiment could shift violently without warning. Navigating through 25 decision points, nine of them critical, required both discipline and flexibility.
This scenario exposes the psychological pressures that define market survival during crises. Participants must confront the tension between opportunistic buying during panic and the discipline required to manage downside risk. The interplay of policy expectations, global contagion, and local market mechanics creates a demanding training ground where process outweighs prediction, and emotional control proves as valuable as analytical skill.