KOSPI 200 Uptrend Replay (2013-06-26 to 2013-10-30)
Replay the KOSPI 200's 150-day stretch from May to December 2013, where the index eked out a 1.4% gain despite an 11.4% drawdown. Walk through each daily bar, face 11 decision points including 4 critical ones, and receive an AI coach review in this simulated market-replay training.
150 daily bars · 11 decision points · 2013-05 to 2013-12 · Stocks
Key facts
This window spans 219 days with a peak-to-trough drawdown of 11.4% and a 17.1% run-up.
- Max drawdown
- −11.4%
- Max run-up
- +17.1%
- Duration
- 219 days
- Largest single-day move
- +3.5%
- 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 in mid-2013 presented traders with a deceptively challenging landscape. Over 150 trading days from May 8 to December 13, the benchmark Korean equity index would test the resolve of anyone attempting to navigate its movements. With 11 decision points embedded throughout—four of them flagged as critical—participants faced a scenario where the obvious directional bet was anything but clear. The index offered no easy narrative, no smooth trend to follow, demanding instead careful attention to risk management and precise execution.
The headline numbers tell a story of frustration for trend-followers: the KOSPI 200 closed at 25760 on December 13, up just 1.4% from its May 8 opening of 25400. Yet within that modest net gain lay an 11.4% maximum drawdown, with individual sessions swinging as much as 3.5%. Those who entered expecting a clean rally were repeatedly whipsawed, while those who managed risk through the volatility found their patience rewarded with marginal gains. The market rewarded caution over aggression.
This replay teaches that survival in range-bound, volatile markets requires discipline over conviction. The gap between entry and exit timing proved more consequential than directional bias. Participants learned to separate process from outcome—the 1.4% net gain came only after enduring significant interim losses. For decision training, the scenario emphasizes position sizing discipline, the psychological cost of drawdowns, and the danger of overconfident assumptions about market direction. True skill lies in adapting when the market refuses to cooperate.
Featured in the archive