FTSE 250 Uptrend Replay (1987-04-14 to 1987-07-16)
Replay the FTSE 250's 21.9% climb across 128 daily bars from February to August 1987 in this educational market-replay scenario. You navigate each session, tackle 4 critical decision points, and receive an AI coach review of your simulated choices.
128 daily bars · 11 decision points · 1987-02 to 1987-08 · Stocks
Key facts
This window spans 183 days with a peak-to-trough drawdown of 9.3% and a 31.3% run-up.
- Max drawdown
- −9.3%
- Max run-up
- +31.3%
- Duration
- 183 days
- Largest single-day move
- −2.3%
- Bars
- 128 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
In the spring and summer of 1987, Britain's mid-cap equity arena—captured by the FTSE 250—enjoyed a stretch of buoyant confidence that drew the attention of institutional desks and retail investors alike. The replay window opens on 26 February 1987, when the index sits at 2121.3, and runs through 28 August, a span of 128 daily bars that frames a period widely remembered for its orderly advance before later turbulence. The setup asks you to step into that pre-crash optimism and manage positioning as sentiment, valuations, and flow gradually shift.
What unfolds across the sessions is a measured but forceful climb: the close advances from 2121.3 to 2585.8, a 21.9% move that defines the boom character of this replay. Underneath that headline, the tape is not a straight line. A maximum drawdown of 9.3% reminds participants that even rising markets gift traders uncomfortable intraday and multi-day swings, while a largest single-bar move of 2.3% underscores how one session can reset conviction in either direction. Eleven decision points dot the calendar, four of them flagged as critical—moments where process discipline matters far more than narrative hope.
The training value here lies in separating the quality of decisions from the quality of the tape. A 21.9% advance can flatter almost any approach in hindsight, but the drawdown and the sharpest daily move show where risk control is tested. Practising pre-commitment to position sizing, exit rules, and re-entry logic across 128 bars—and especially at the four critical junctures—builds the habit of treating each decision as a repeatable process rather than a referendum on one's forecast. The exercise is a classroom, not a recommendation: outcomes are simulated, and the lesson is the craft of choosing under uncertainty.
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