War · KOSPI Index (2010)
A South Korean warship sinking in late 2009 sent the KOSPI on a volatile 144-day path from 1611.88 to 1739.87. Replay each session, navigate 25 policy-driven decision points including 9 critical ones, and receive an AI coach review of your simulated choices.
144 daily bars · 25 decision points · 2009-11 to 2010-06 · Stocks
Key facts
This window spans 211 days with a peak-to-trough drawdown of 10.9% and a 14.9% run-up.
- Max drawdown
- −10.9%
- Max run-up
- +14.9%
- Duration
- 211 days
- Largest single-day move
- −4.7%
- Bars
- 144 Daily bars
- Decision points
- 25
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 2009, a geopolitical crisis struck the Korean Peninsula. The sinking of a South Korean warship rattled regional tensions and cast uncertainty over one of Asia's most liquid equity markets. The KOSPI index faced a 144-session gauntlet from November 25, 2009 through June 24, 2010, navigating an environment where policy responses and geopolitical risk premiums shifted session by session. For traders and analysts replaying this era, the stakes were clear: understanding how external shocks propagate through equity markets and testing whether disciplined frameworks can hold under pressure.
The index began this period at 1611.88 and closed at 1739.87, delivering a net gain of 7.9%. Beneath that modest headline figure lay considerable turbulence. The maximum drawdown reached 10.9% at various points during the replay, while the largest single session swing hit 4.7%. These moves, spanning the 2000s and 2010s decades, reflect how geopolitical risk can inject sudden volatility into otherwise stable markets, rewarding those who positioned ahead of policy pivots and punishing those caught flat-footed by rapid regime shifts.
This replay offers a laboratory for process-driven decision training. Participants must navigate 25 distinct decision points—9 of them critical—without the comfort of hindsight. The scenario teaches risk calibration under uncertainty, the cost of emotional overreaction to headlines, and the value of pre-defined exit rules when geopolitical tail risks materialize. Completing this replay, learners emerge with sharper instincts for distinguishing signal from noise during crisis-driven market episodes.
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