KOSPI 200 Uptrend Replay (2012-05-18 to 2012-06-20)
Relive a volatile Korean KOSPI 200 stretch where the index fell 7.1% across 44 daily bars. Replay the 2012 session-by-session, navigate 8 decision points with 3 critical calls, and receive an AI coach review on your simulated choices.
44 daily bars · 8 decision points · 2012-05 to 2012-07 · Stocks
Key facts
This window spans 63 days with a peak-to-trough drawdown of 11.3% and a 7.1% run-up.
- Max drawdown
- −11.3%
- Max run-up
- +7.1%
- Duration
- 63 days
- Largest single-day move
- −3.3%
- Bars
- 44 Daily bars
- Decision points
- 8
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
This scenario transports traders to the volatile Korean equity landscape between May 18 and June 20, 2012, a period that tested even seasoned investors managing KOSPI 200 exposure. The simulation recreates authentic daily market conditions where each trading session demanded thoughtful responses to shifting sentiment. Eight decision points are embedded throughout this stretch, including three critical junctures where directional assumptions could be severely punished. Participants must navigate the full data span from May 2 to July 4, absorbing the cumulative effect of daily price action rather than focusing solely on headline dates.
The market delivered a sobering lesson: the index closed at 24875, down 7.1% from its starting level, across 44 daily bars. The journey proved more punishing than the endpoint suggests, with a maximum drawdown of 11.3% carving through portfolios built on overconfidence. The largest single-bar move of 3.3% arrived without warning, underscoring how quickly positions can deteriorate. These figures anchor the replay in documented reality, preventing the retrospective distortions that often color market memory.
The scenario excels as a decision-training vehicle because it forces participants to confront the threefold challenge of process discipline, risk calibration, and emotional regulation. Process discipline means executing a consistent method regardless of whether the outcome favors you. Risk calibration requires sizing positions so that an 11.3% drawdown does not derail long-term strategy. Emotional regulation demands remaining objective when a 3.3% intraday swing triggers panic or euphoria. By replaying this volatile stretch, traders sharpen the psychological resilience that distinguishes durable performers from those who crack under pressure.
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