KOSPI 200 Uptrend Replay (2020-08-20 to 2020-09-15)
Replay a 38-bar Korean KOSPI 200 rally where the index edged from 30620 to 30795 despite a 6.6% drawdown. You make decisions at 7 points across these simulated historical daily bars and receive an AI coach review of your reasoning.
38 daily bars · 7 decision points · 2020-08 to 2020-09 · Stocks
Key facts
This window spans 54 days with a peak-to-trough drawdown of 6.6% and a 7.0% run-up.
- Max drawdown
- −6.6%
- Max run-up
- +7.0%
- Duration
- 54 days
- Largest single-day move
- −3.9%
- Bars
- 38 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 KOSPI 200, Korea's benchmark index tracking 200 of the country's largest companies, sets the stage for this market replay. During the late summer of 2020, investors faced a market attempting to establish direction after a period of extraordinary volatility. With seven decision points embedded across 38 daily bars, this simulation challenges participants to test their judgment in a real historical context from the 2020s decade.
The index closed the period at 30795, barely budging from its starting level of 30620—a net gain of just 0.6%. Yet this modest headline figure conceals a turbulent journey: a maximum drawdown of 6.6% tested the resolve of any participant holding positions, while the largest single daily move of 3.9% created moments of sharp intraday volatility. Three of the seven decision points were marked as critical junctures where market direction could have shifted meaningfully.
This replay ultimately measures not prediction accuracy but decision quality under uncertainty. The experience teaches that managing a position through a 6.6% drawdown without abandoning a sound thesis requires disciplined process. It reveals how single-day moves of 3.9% can challenge emotional composure and tempt premature exits. For training purposes, the value lies in confronting the gap between knowing market direction in hindsight and making sound decisions when outcomes remain genuinely uncertain—building habits that transfer to any future market environment.