KOSPI 200 Uptrend Replay (2017-12-21 to 2018-01-29)
Replay 50 daily bars of the KOSPI 200 from December 2017 to February 2018, where the index drifted from 32525 to 32020 despite a 9.5% drawdown. Step through each trading day, tackle nine decision points, and receive AI coach feedback in this simulated market-training scenario.
50 daily bars · 9 decision points · 2017-12 to 2018-02 · Stocks
Key facts
This window spans 80 days with a peak-to-trough drawdown of 9.5% and a 6.7% run-up.
- Max drawdown
- −9.5%
- Max run-up
- +6.7%
- Duration
- 80 days
- Largest single-day move
- −2.6%
- Bars
- 50 Daily bars
- Decision points
- 9
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
In late 2017, the KOSPI 200 stood at the crossroads of a maturing bull market cycle. The dataset captures 50 daily bars spanning December 2017 to February 2018, a period when Korean large-caps faced shifting global sentiment amid Fed rate hike expectations and geopolitical tensions on the peninsula. Nine decision points are embedded in this replay, three deemed critical, demanding participants navigate both directional shifts and volatility spikes without the benefit of hindsight. The stage is set for disciplined decision-making under uncertainty.
Despite an initial reading of 32525, the index closed at 32020, delivering a net loss of -1.6% over the full span. The journey, however, proved far more turbulent than the headline figure suggests. A maximum drawdown of 9.5% tested portfolio resilience at various points, while the largest single-bar move of 2.6% highlighted moments of acute intrabar volatility. Participants who mistook early strength for sustained momentum would have found themselves unprepared for the depth and speed of corrections embedded within this seemingly sideways market.
This replay excels as a laboratory for process over prediction. The discrepancy between the modest -1.6% closing change and the 9.5% interim drawdown teaches that headline returns obscure risk exposure. Trainees must practice sizing positions against maximum potential loss, not expected gain. The 2.6% single-bar swings demand psychological composure, preventing panic exits or reckless entries. Nine decision points across 50 bars create repeated opportunities to refine entry timing, position management, and emotional discipline, turning historical noise into structured learning.