KOSPI 200 Uptrend Replay (2014-10-17 to 2015-04-23)
Replay the 2014–2015 KOSPI 200 uptrend across 150 daily bars from 25615 to 26120, navigating an 11-decision-point journey. Walk each trading day, face 4 critical decision points, and receive an AI coach review of your simulated choices for educational insight.
150 daily bars · 11 decision points · 2014-09 to 2015-05 · Stocks
Key facts
This window spans 223 days with a peak-to-trough drawdown of 6.4% and a 14.7% run-up.
- Max drawdown
- −6.4%
- Max run-up
- +14.7%
- Duration
- 223 days
- Largest single-day move
- +2.3%
- 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 replay centers on the KOSPI 200, Korea's benchmark small- and mid-cap index, during a roughly eight-month period spanning late September 2014 to mid-May 2015. Participants enter this historical reconstruction with a portfolio starting near 25615, tasked with navigating an uptrend across 150 daily bars while confronting a series of simulated decisions. The stakes involve preserving capital during inevitable pullbacks while capturing directional opportunity—an exercise in balancing patience with conviction.
Over the data span, the index closed the period at 26120, delivering a modest 2.0% total return. Beneath this headline figure lay meaningful turbulence: the maximum drawdown reached 6.4%, and the largest single daily move hit 2.3%. Participants faced 11 decision points, of which 4 were flagged as critical, demanding careful assessment of position sizing, risk exposure, and market context at each juncture.
This scenario trains traders to execute process over prediction. The modest overall return paired with a 6.4% drawdown illustrates how even directional bets require disciplined risk management and emotional regulation. Participants learn to distinguish between noise-driven volatility and structural shifts, refine their timing under uncertainty, and build psychological resilience by confronting realistic win-loss dynamics without real capital at risk.