Regulation · KOSPI Index (2023)
Replay 144 daily bars across the 2023 KOSPI policy cycle, with the index drifting just 1.1% from 2491 to 2517.85 while suffering a 14.6% drawdown and a 5.7% single-day shock. Step through 25 decision points, face 9 critical calls, and receive an AI coach debrief in this simulated educational training environment.
144 daily bars · 25 decision points · 2023-05 to 2023-12 · Stocks
Key facts
This window spans 211 days with a peak-to-trough drawdown of 14.6% and a 11.3% run-up.
- Max drawdown
- −14.6%
- Max run-up
- +11.3%
- Duration
- 211 days
- Largest single-day move
- +5.7%
- 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
The KOSPI Index in mid-2023 presented a demanding policy environment for market participants. Over roughly seven months, from May 11 to December 8, the South Korean equity benchmark navigated through a period of regulatory uncertainty and reform discussions that tested both institutional and retail investor conviction. The index's modest starting point of 2491 set the stage for what would become a study in volatility rather than directional trends, with the broader market cycle confined to the 2020s decade context.
What unfolded was a masterclass in false calm. The index closed at 2517.85, representing a mere 1.1% gain over the full period—deceptively benign on the surface. Beneath this tranquility lay a 14.6% maximum drawdown, meaning participants experienced significant intermediate losses despite the eventual positive outcome. The most dramatic moment came through a single-session move of 5.7%, a shock that would have tested even experienced risk managers. Across the 144 trading days, participants faced 25 distinct decision points, nine of which were classified as critical, demanding clear strategic responses rather than passive holding.
For decision training purposes, this scenario exposes several critical lessons. First, terminal percentage gains can be deeply misleading when intermediate volatility is extreme—the journey matters as much as the destination. Second, the nine critical decision nodes likely centered on entries, exits, and position sizing under pressure, testing whether participants had predefined rules or were reacting emotionally. Third, the psychology of enduring a 14.6% drawdown while remaining committed to a thesis reveals the often-underestimated role of conviction in market participation. This replay demonstrates that surviving volatility requires both disciplined process and emotional resilience, not merely directional accuracy.