Crash · KOSPI Index (2025)
Replay 144 daily bars of the KOSPI Index from December 2024 to July 2025, absorbing a steep 14.1% drawdown in a simulated policy-shock environment. Step through 25 decision points, including 9 critical ones, while an AI coach reviews each move.
144 daily bars · 25 decision points · 2024-12 to 2025-07 · Stocks
Key facts
This window spans 218 days with a peak-to-trough drawdown of 14.1% and a 38.8% run-up.
- Max drawdown
- −14.1%
- Max run-up
- +38.8%
- Duration
- 218 days
- Largest single-day move
- +6.6%
- 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 scenario places traders inside the KOSPI Index as policy-driven uncertainty reshaped South Korea's equity market. The replay spans 144 daily bars from December 2024 to July 2025—a period of approximately seven months in the 2020s where tariff-related announcements created an environment where the next policy headline could reverse sentiment within hours. Participants enter a market where the macro backdrop is noisy, directional conviction is fragile, and the cost of being wrong at the wrong time is magnified.
Despite the turbulence, the index ultimately closed at 3175.77, representing a 30.1% gain from the opening level of 2441.85. The journey, however, was far from linear. Traders navigating this replay faced a maximum drawdown of 14.1% and endured a largest single-bar move of 6.6%—the kind of violent intraday swing that tests every aspect of position sizing and risk discipline. The scenario presents 25 decision points across this span, with 9 classified as critical moments where positioning decisions carried heightened consequence.
For decision training, this replay isolates the intersection of process, risk, and psychology under policy shock conditions. The volatility is not the lesson—it is the laboratory. What matters is how participants respond when drawdowns reach 14.1%, when a 6.6% single-day move forces an immediate re-evaluation, and when the next policy headline is unknown. The 25 decision points become a structured curriculum: each choice reveals whether a trader's framework is defensible under pressure or merely theoretical in calm markets. The 9 critical nodes strip away noise and demand clarity on entry, exit, and sizing—forcing confrontation with the psychological impulses that undermine disciplined execution in volatile, news-driven environments.
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