Pandemic · KOSPI Index (2015)
Replay 144 daily bars of KOSPI from August 2015 to March 2016, navigating a 10.6% drawdown amid MERS-era uncertainty. Face 25 decision points including 9 critical ones, receive an AI coach review after each session, and practice purely educational market decisions with simulated capital.
144 daily bars · 25 decision points · 2015-08 to 2016-03 · Stocks
Key facts
This window spans 216 days with a peak-to-trough drawdown of 10.6% and a 12.2% run-up.
- Max drawdown
- −10.6%
- Max run-up
- +12.2%
- Duration
- 216 days
- Largest single-day move
- +3.0%
- 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
The Korean market entered the second half of 2015 in a fragile state. The MERS outbreak had battered consumer confidence and economic activity, and as summer ended, investors faced a landscape of lingering uncertainty. KOSPI, hovering around 1,986 points, carried the weight of unanswered questions about recovery timelines, corporate earnings pressure, and the durability of an economic rebound. For market participants, this period represented a test of conviction amid incomplete information.
The replay captures 144 trading days ending March 2016, during which KOSPI closed essentially flat at -0.7% (1,986.65 to 1,972.27). Yet the headline number obscures considerable turbulence beneath the surface. The index experienced a maximum drawdown of 10.6%, with individual sessions registering moves as large as 3.0%. Navigating this environment demanded positioning through 25 distinct decision points, of which 9 were classified as critical junctures where directional conviction and risk calibration were simultaneously tested.
This scenario distills essential lessons in process over prediction. The flat net result paired with double-digit drawdown demonstrates how outcome framing can mislead; what matters is the quality of decisions at each inflection. Participants learn to manage risk before knowing which scenarios unfold, maintain poise through extended uncertainty, and resist narrative temptation when data remains ambiguous. The 9 critical decision points serve as pressure-testing moments for building habits that transfer beyond any single historical episode.