Crisis · KOSPI Index (2010)
Trade through a 10.9% drawdown across 150 days of KOSPI crisis replay from 2010. Step into each session, weigh policy-driven decision points, and receive an AI coach review of your simulated choices.
150 daily bars · 26 decision points · 2010-02 to 2010-09 · Stocks
Key facts
This window spans 216 days with a peak-to-trough drawdown of 10.9% and a 16.9% run-up.
- Max drawdown
- −10.9%
- Max run-up
- +16.9%
- Duration
- 216 days
- Largest single-day move
- −2.7%
- Bars
- 150 Daily bars
- Decision points
- 26
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 February 2010, South Korea's KOSPI entered a turbulent stretch as the European debt crisis rippled across global markets. The index, a barometer for one of Asia's most export-dependent economies, faced dual pressure: weakening overseas demand and capital outflows from emerging markets. Over 150 trading days from February 12 to September 16, 2010, participants would confront the stark challenge of navigating a crisis whose full contours were still unfolding.
The replay spans exactly 150 daily bars, with the KOSPI closing at 1593.66 and finishing at 1811.85, a net gain of 13.7%. Yet this headline figure obscures the turbulence beneath: the market endured a maximum drawdown of 10.9% and experienced its largest single-bar move of 2.7%. Across this period, traders faced 26 decision points, of which 9 were flagged as critical junctures demanding sharper judgment under uncertainty.
This scenario distills the essence of crisis decision-making: separating signal from noise when headlines scream in every direction. Participants practice sizing positions around a documented 10.9% peak-to-trough decline, calibrating risk against the knowledge that the largest moves arrive without warning. The nine critical nodes test emotional discipline—whether fear of further losses or greed after rebounds clouds judgment. Mastery here lies not in predicting direction but in building a repeatable process that survives drawdowns while remaining flexible enough to capture the eventual recovery that a 13.7% gain represents.
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