KOSPI 200 Uptrend Replay (2014-02-04 to 2014-07-30)
Replay the KOSPI 200's 2014 climb from 25465 to 26615 across 150 daily bars of authentic history. Step through 11 decision points in this educational simulator and receive an AI coach review of each call, with simulated capital only.
150 daily bars · 11 decision points · 2014-01 to 2014-08 · Stocks
Key facts
This window spans 221 days with a peak-to-trough drawdown of 4.6% and a 9.7% run-up.
- Max drawdown
- −4.6%
- Max run-up
- +9.7%
- Duration
- 221 days
- Largest single-day move
- −1.9%
- 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 Korean stock market in early 2014 presented a classic test of patience and discipline. The KOSPI 200, tracking 200 of Korea's largest companies, had begun a gradual ascent that would span the first half of the year. For participants entering this period, the question was not whether trends would emerge but whether they could execute consistently when moves came in small increments. The stakes centered on maintaining conviction through modest volatility while avoiding the behavioral traps that erode returns over time.
What unfolded over 150 daily bars from January 10 to August 19, 2014 was a measured advance of 4.5%, with the index climbing from 25465 to 26615. The journey was far from linear. A maximum drawdown of 4.6% tested resolve during corrections, while the largest single-bar move of 1.9% reminded participants that even trending markets carry intraday risk. Within this environment, 11 decision points punctuated the calendar—four of them critical moments where positioning choices carried amplified consequence. Understanding how to navigate these inflection points separated measured participation from reactive trading.
This replay session offers several enduring lessons for decision training. First, modest percentage moves demand position sizing discipline because percentage gains only compound through consistent application of sound risk principles. Second, drawdowns within a broader trend require mental frameworks that distinguish normal fluctuation from structural breakdown. Third, single-bar volatility spikes—even capped at 1.9%—call for pre-defined responses rather than improvisation. Fourth, identifying critical versus routine decision points develops the judgment that distinguishes skilled operators from passive holders. The historical record shows a market that rewarded those who prepared systematically rather than those who chased immediate outcomes.