FTSE 250 Uptrend Replay (1988-04-05 to 1988-08-08)
Replay 150 daily bars across the 1988 FTSE 250 rally, where the index climbed 4.0% from 2074.1 to 2157.2 despite a 9.6% drawdown. Step through each session, tackle 11 decision points with critical stakes, and receive AI coach feedback in this simulated historical training environment.
150 daily bars · 11 decision points · 1988-02 to 1988-09 · Stocks
Key facts
This window spans 216 days with a peak-to-trough drawdown of 9.6% and a 13.3% run-up.
- Max drawdown
- −9.6%
- Max run-up
- +13.3%
- Duration
- 216 days
- Largest single-day move
- −2.7%
- Bars
- 150 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
The FTSE 250 entered the spring of 1988 against a backdrop of evolving UK market dynamics during a decade marked by significant financial innovation. This replay invites participants to navigate 150 daily bars spanning from early 1988 through late summer, placing them directly into the decision-making crucible where every session carried weight. The scenario frames not just a market exercise, but a test of process discipline under authentic historical conditions where the outcome was unknown to contemporary traders.
Across the covered period, the index climbed from 2074.1 to 2157.2, delivering a 4.0% gain—modest on paper yet meaningful in context. The journey proved anything but linear: a 9.6% maximum drawdown tested conviction, while the largest single-bar move of 2.7% demonstrated how quickly sentiment could shift. Traders faced 11 decision points, with 4 deemed critical, forcing repeated evaluation of entries, exits, and position sizing against a shifting landscape. The gap between knowing what happened and living through it as it unfolded reveals why historical context matters for skill development.
This replay teaches that even a positive outcome arrives wrapped in turbulence requiring psychological resilience. The drawdown reminds us that interim losses are inevitable; the question is whether process remains intact. Single-bar volatility spikes demand emotional regulation rather than reactive adjustments. By confronting these moments in simulation, traders refine the cognitive habits—patience, risk calibration, probabilistic thinking—that separate disciplined execution from impulsive decision-making. The 1980s frame grounds this in an era when many modern risk frameworks were still being written, offering timeless lessons about market behavior and self-governance.
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