KOSPI 200 Downtrend Replay (2011-05-31 to 2011-06-20)
Replay 30 daily bars of the KOSPI 200 sliding from 28350 toward a 6.6% drawdown. Step through each authentic 2011 session, face 7 decision points, and receive an AI coach review of your choices in this simulated training exercise.
30 daily bars · 7 decision points · 2011-05 to 2011-06 · Stocks
Key facts
This window spans 42 days with a peak-to-trough drawdown of 6.6% and a 5.5% run-up.
- Max drawdown
- −6.6%
- Max run-up
- +5.5%
- Duration
- 42 days
- Largest single-day move
- +3.1%
- Bars
- 30 Daily bars
- Decision points
- 7
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
In May 2011, the KOSPI 200 entered a period of sustained downward pressure, creating a challenging environment for market participants navigating the correction. This replay covers 30 daily bars from 2011-05-18 to 2011-06-29, placing traders in the position of managing positions through an authentic mid-2011 downturn. The era was marked by lingering post-crisis volatility, and the stakes involved preserving capital while making defensible decisions under uncertainty. Participants face this historical stretch knowing the index will ultimately close the period lower, yet without knowing the precise path ahead.
The headline number masks a rougher underlying journey. The index closed the 30-bar span at 27665, representing a -2.4% net decline from the 28350 opening level. However, the path between those endpoints included a 6.6% max drawdown, meaning peak-to-trough losses were nearly three times the final outcome. The largest single-bar move of 3.1% underscores moments of elevated intraday turbulence. Across these sessions, 7 decision points emerge, 3 of which the framework flags as critical junctures where directional conviction and risk management intersect most sharply.
This scenario distills several core training objectives. First, it pressures participants to distinguish between temporary drawdowns and structural trend changes, a distinction that separates disciplined practitioners from reactive ones. Second, the 3.1% single-bar spikes test whether one has pre-defined exit zones or acts on impulse. Third, the presence of 7 decision points forces a rhythm of observation, planning, and adjustment rather than passive holding. Emotionally, the scenario rewards those who can maintain process discipline when the ledger shows red without spiraling into either paralysis or reckless recovery trades. The 2010s vintage ensures these lessons carry the realism of authentic market microstructure pressures.