Commodity Shock · KOSPI Index (2011)
Replay 150 daily bars of KOSPI from October 2010 to May 2011, a period when the index climbed 10.4% amid a 9.1% drawdown. Walk through 26 decision points, including 9 critical ones, and receive AI coach feedback in a simulated educational environment.
150 daily bars · 26 decision points · 2010-10 to 2011-05 · Stocks
Key facts
This window spans 220 days with a peak-to-trough drawdown of 9.1% and a 18.4% run-up.
- Max drawdown
- −9.1%
- Max run-up
- +18.4%
- Duration
- 220 days
- Largest single-day move
- +2.8%
- 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
The KOSPI Index in late 2010 faced a complex macroeconomic test as global commodity prices surged, creating policy uncertainty across Asian markets. South Korea's export-driven economy was particularly sensitive to raw material costs, making this period a crucible for institutional investors navigating cross-sector volatility. The stakes centered on understanding how policy responses to commodity shocks would ripple through equity valuations, requiring participants to balance macroeconomic analysis with market timing under pressure.
The scenario traces the KOSPI's journey from October 2010 to May 2011, spanning 150 daily bars. The index rose from 1897.31 to 2093.79, a gain of 10.4%, yet this modest appreciation masked significant turbulence beneath the surface. The maximum drawdown reached 9.1%, testing investor conviction at multiple junctures. The largest single-bar move of 2.8% underscored how quickly sentiment could shift, while 26 decision points—including 9 critical ones—punctuated the replay, demanding disciplined responses to evolving conditions.
This replay cultivates decision-making under uncertainty, a core competency for any market participant. The volatility profile teaches position sizing and conviction management, while the clustering of critical nodes reveals how short periods can disproportionately shape outcomes. Psychologically, navigating a 9.1% drawdown without abandoning a sound thesis sharpens emotional regulation—a skill that transfers far beyond this historical episode. The educational value lies not in predicting the future but in building repeatable processes for when the future is unclear.