War · KOSPI Index (2010)
Replay 144 daily bars of the KOSPI from August 2010 to March 2011, navigating 25 decision points across the 8.9% drawdown era. You step through each session, face critical calls, and receive an AI coach review of your reasoning—simulated capital, purely educational.
144 daily bars · 25 decision points · 2010-08 to 2011-03 · Stocks
Key facts
This window spans 213 days with a peak-to-trough drawdown of 8.9% and a 22.3% run-up.
- Max drawdown
- −8.9%
- Max run-up
- +22.3%
- Duration
- 213 days
- Largest single-day move
- −2.7%
- 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
This replay immerses you in South Korea's equity market across 144 trading days, from August 2010 through March 2011, a period defined by escalating regional tensions following the Yeonpyeong Island artillery exchange. The KOSPI faced headwinds from geopolitical uncertainty, testing investor resolve as headlines shifted between diplomatic signals and military posturing. For eight months, participants navigated a market where political risk premiums fluctuated daily, making conviction-based decision-making both essential and treacherous.
The index ultimately advanced from 1746.24 to 1971.23, delivering a 12.9% return despite enduring an 8.9% maximum drawdown. The largest single-day move of 2.7% captured moments when risk sentiment pivoted sharply, while the 25 decision points scattered across the replay forced traders to act without perfect information. Nine of these moments were critical, demanding clear strategic rationale rather than reactive hedging.
This scenario sharpens your ability to manage positions through geopolitical volatility without abandoning process. You learn to size exposure according to regime uncertainty, resist the pull of short-term headlines, and maintain risk discipline when drawdowns approach threshold levels. The replay trains psychological resilience by placing you in scenarios where patience and conviction are rewarded only when paired with strict capital management.