FTSE 250 Uptrend Replay (1986-05-16 to 1986-07-02)
Replay 66 daily bars of a 1986 FTSE 250 window that closed down 2.9% despite a 2.5% single-session swing. Walk through 11 decision points, including 4 critical ones, and let the AI coach review your simulated choices.
66 daily bars · 11 decision points · 1986-04 to 1986-07 · Stocks
Key facts
This window spans 93 days with a peak-to-trough drawdown of 5.2% and a 7.4% run-up.
- Max drawdown
- −5.2%
- Max run-up
- +7.4%
- Duration
- 93 days
- Largest single-day move
- −2.5%
- Bars
- 66 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.
Related scenarios
- FTSE 250 Uptrend Replay (1986-08-08 to 1986-09-05)1986 · Lv.1
- FTSE 250 Uptrend Replay (1988-09-09 to 1988-11-01)1988 · Lv.1
- FTSE 250 Uptrend Replay (1988-04-05 to 1988-08-08)1988 · Lv.1
- FTSE 250 Uptrend Replay (1990-11-14 to 1990-12-07)1990 · Lv.1
- ADX Uptrend Replay (1986-08-07 to 1986-08-26)1986 · Lv.3
- S&P 400 MidCap Uptrend Replay (1987-12-04 to 1988-01-07)1987 · Lv.2
Event Replay
What happened — and what it teaches
The scene places you in the UK mid-cap market during spring 1986. The FTSE 250, tracking Britain's second-tier equities, was navigating a period of moderate uncertainty in the 1980s. Across 66 daily bars spanning April 22 to July 24, participants face the challenge of steering through this volatile window, with 11 decision points including 4 critical junctures where directional conviction truly matters.
The period closed with the index declining from 1749.1 to 1699.2, a net loss of -2.9%. Yet beneath this modest headline decline lay substantial intraday turbulence: the largest single-session swing reached 2.5% while maximum drawdown hit 5.2%. These numbers reveal how much price action was compressed into short-term volatility rather than sustainable directional trends.
This replay sharpens the skill of staying systematic when the market refuses to clarify. Participants practice sizing positions against a 5.2% drawdown backdrop, interpreting whether a 2.5% single-bar move signals a genuine reversal or simply market noise, and holding to process when the tape offers no clean answer. The lesson is that disciplined decision-making under ambiguity—preserving capital when trends are unclear—is as vital as capturing them when they materialize.
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