Inflation · KOSPI Index (2012)
Replay the KOSPI's 2012 grind as inflation cooled slowly: 148 daily bars from May 9 to December 7 closed nearly flat at a 0.4% shift after a 9.3% drawdown. Make your own calls at 25 decision points across this simulated replay and receive an AI coach review.
148 daily bars · 25 decision points · 2012-05 to 2012-12 · Stocks
Key facts
This window spans 212 days with a peak-to-trough drawdown of 9.3% and a 13.5% run-up.
- Max drawdown
- −9.3%
- Max run-up
- +13.5%
- Duration
- 212 days
- Largest single-day move
- −3.4%
- Bars
- 148 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.
Related scenarios
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- Regulation · KOSPI Index (2011)2011 · Lv.3
- Commodity Shock · KOSPI Index (2011)2011 · Lv.3
- Commodity Shock · KOSPI Index (2011)2010 · Lv.2
Event Replay
What happened — and what it teaches
In the spring of 2012, South Korea's KOSPI faced a challenging backdrop: inflation was cooling but at a sluggish pace, creating uncertainty about the Bank of Korea's next policy moves. The index, a broad measure of Korean equities, was caught between lingering price pressures and hopes for easier monetary conditions. For traders replaying this period, the central question was whether to position defensively or opportunistically as the market searched for direction.
The seven-month replay spans 148 daily bars from May 9 to December 7, ultimately closing nearly flat at 1950.29 to 1957.45, a mere 0.4% gain. Beneath this stagnation lay a turbulent journey: the index endured a 9.3% maximum drawdown, while the largest single-bar move reached 3.4%. With 25 decision points peppering the replay, including 9 critical junctures, participants were forced to act repeatedly in an environment where conviction was constantly tested.
This scenario sharpens decision training by exposing the psychological toll of grinding markets. When directional moves are scarce and volatility intrudes unannounced, process discipline becomes more valuable than directional bets. Participants learn to manage risk through the drawdown, maintain emotional equilibrium during the largest swings, and recognize that not every period offers easy rewards. The flat outcome reminds trainees that surviving sideways conditions with discipline is itself a skill that preserves capital for clearer opportunities.
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