Commodity Shock · KOSPI Index (2011)
Replay 146 days of the 2011 KOSPI as it absorbs a commodity shock, sliding from 2045.58 to 1833.46 with a 23.3% peak drawdown. Make calls across 25 decision points and receive an AI coach review in this simulated training scenario.
146 daily bars · 25 decision points · 2011-02 to 2011-09 · Stocks
Key facts
This window spans 210 days with a peak-to-trough drawdown of 23.3% and a 15.9% run-up.
- Max drawdown
- −23.3%
- Max run-up
- +15.9%
- Duration
- 210 days
- Largest single-day move
- −6.2%
- Bars
- 146 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 early 2011, the KOSPI index sat at 2045.58 as South Korea's equity market confronted a commodity shock layered over policy uncertainty. With global raw material prices surging and domestic monetary signals in flux, investors faced a market where the old assumptions about steady growth no longer held. This replay places participants inside that environment, asking them to navigate a market where the fundamental drivers were shifting beneath their feet.
From February 9 through September 7, 2011, 146 trading days unfolded as the index slid to 1833.46, a decline of 10.4%. The headline number understates the turbulence—a maximum drawdown of 23.3% carved into portfolios, while a single-day move of 6.2% demonstrated how quickly sentiment could reverse. Participants faced 25 decision points, 9 of them critical, as the market swung between commodity-driven panic and brief policy-relief rallies.
This scenario sharpens the ability to manage risk under prolonged pressure. A 23.3% drawdown tests conviction and discipline in position sizing—whether one cuts exposure too early, holds too long through false recoveries, or sizes positions to survive the worst-case stretch. The 6.2% intraday spikes expose emotional responses to sudden moves. Navigating this replay demands a clear process: defining acceptable downside, calibrating position size against maximum drawdown, and sticking to a framework when the market refuses to cooperate. It is a laboratory for building the psychological resilience that real market adversity demands.