KOSPI 200 Uptrend Replay (2009-05-27 to 2009-09-22)
Replay 150 daily bars of the KOSPI 200 from 2007 to 2009, navigating a 14.8% advance and a 9.9% drawdown across 11 decision points. Step into each historical session, make your choices, and receive an AI coach review of your simulated performance.
150 daily bars · 11 decision points · 2007-01 to 2009-11 · Stocks
Key facts
This window spans 1011 days with a peak-to-trough drawdown of 9.9% and a 32.9% run-up.
- Max drawdown
- −9.9%
- Max run-up
- +32.9%
- Duration
- 1011 days
- Largest single-day move
- −7.7%
- Bars
- 150 Daily bars
- Decision points
- 11
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 200 stands at the center of South Korea's equity market, representing the 200 largest companies on the Korean Exchange. The replay spans the 2000s, covering 150 daily bars from January 30, 2007 to November 6, 2009—a period that captures both the tail end of a credit-driven boom and the aftershocks of the global financial crisis. This environment asks participants to navigate a boom market while remaining vigilant about systemic vulnerabilities that could emerge without warning.
Over the full data span, the index closed at 18110 and rose to 20785, delivering a 14.8% advance. Yet the path was far from smooth: a maximum drawdown of 9.9% tested positions, and a largest single-bar move of 7.7% demanded composure under sudden volatility. Eleven decision points are embedded throughout, four of them critical, inviting traders to act—or refrain—as price action unfolded bar by bar.
The scenario sharpens decision training across three dimensions. Procedurally, participants must justify entries and exits against historical price behavior rather than hindsight. Risk-wise, the 9.9% drawdown and 7.7% single-bar spikes reveal how volatility clusters and why position sizing matters. Psychologically, the boom backdrop invites overconfidence, while sudden drawdowns test emotional regulation. Together, these layers make the replay a structured arena for building discipline without financial stakes.