KOSPI 200 Uptrend Replay (2012-07-25 to 2012-08-16)
Replay a 32-bar KOSPI 200 climb from 23675 to 25395, a 7.3% move with a 2.8% max drawdown along the way. Step through each session, tackle seven decision points including three critical ones, and receive an AI coach review of your simulated training choices.
32 daily bars · 7 decision points · 2012-07 to 2012-08 · Stocks
Key facts
This window spans 46 days with a peak-to-trough drawdown of 2.8% and a 11.2% run-up.
- Max drawdown
- −2.8%
- Max run-up
- +11.2%
- Duration
- 46 days
- Largest single-day move
- +3.0%
- Bars
- 32 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
The Korean equity market entered a sustained upward phase in mid-2012, with the KOSPI 200—a benchmark tracking 200 of the country's largest companies—capturing the attention of market participants navigating a volatile recovery. This replay spans 32 trading sessions from mid-July to late August, placing participants inside an authentic historical uptrend where every session demanded deliberate choices. The stakes centered on capturing directional momentum while managing the psychological tension between conviction and caution inherent in any advancing market.
What unfolded was a 7.3% climb from 23,675 to 25,395, a move that tested conviction through intermittent pullbacks, the largest single-session swing reaching 3.0%. Despite the net advance, the path included a 2.8% maximum drawdown, illustrating how even successful trends punish impatience. Seven decision points punctuated the journey, with three marked as critical junctions where directional conviction and risk calibration held the greatest consequence for simulated outcomes.
This replay sharpens decision training by immersing participants in the lived experience of trend-following—the discipline required to maintain exposure through volatility, the judgment needed at inflection points, and the psychological resilience to avoid premature exits. The three critical decision moments serve as concentrated training scenarios, each forcing reflection on whether process, not outcome, drove the choice. The 2.8% drawdown envelope reminds practitioners that survival within a trend often matters more than maximizing every percentage point of a move.
Featured in the archive