FTSE 250 Uptrend Replay (1988-12-14 to 1989-03-14)
Replay a 124-day slice of the FTSE 250 from late 1988 through early 1989, climbing 9.3% from 2303.1 to 2518.4. Walk through each daily decision point, defend your calls under AI coach review, and learn from simulated capital only.
124 daily bars · 11 decision points · 1988-10 to 1989-04 · Stocks
Key facts
This window spans 178 days with a peak-to-trough drawdown of 9.2% and a 24.2% run-up.
- Max drawdown
- −9.2%
- Max run-up
- +24.2%
- Duration
- 178 days
- Largest single-day move
- −2.5%
- Bars
- 124 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 late 1988 the FTSE 250 was navigating a complex backdrop: the 1980s bull cycle was maturing, interest rate expectations were shifting, and UK equities faced both domestic economic cross-currents and global macro uncertainty. This 124-day replay window from October 31, 1988 to April 27, 1989 captures a period when mid-cap UK stocks attempted to carve out a durable uptrend, putting conviction, timing, and risk discipline to the test. Eleven decision points are embedded in the dataset, four of them flagged as critical inflection moments where direction or posture shifts could have materially altered outcomes.
The index rose from 2303.1 to 2518.4, delivering a 9.3% gain over the full data span. The journey, however, was anything but linear: the maximum drawdown reached 9.2%, meaning the portfolio would have been underwater significantly before the eventual recovery. The largest single-bar move hit 2.5%, illustrating that even in a trending market, sharp intraday reversals or spikes can challenge position sizing and emotional composure. Navigating from 2303.1 to 2518.4 required enduring that drawdown, resisting premature exits, and capitalizing on the recovery without overstaying.
This replay teaches that trending markets demand as much process discipline as volatile ones. The 9.2% drawdown tests whether a trader maintains conviction when the unrealized P&L turns red, while the 2.5% single-day move probes emotional reactions to sudden spikes. Four critical decision points force learners to articulate entries, exits, and sizing rationale rather than relying on hope. The educational value lies not in predicting the next 9.3% move, but in building the habits—predefined stops, journaled reasoning, and psychological awareness—that make consistent decision-making under uncertainty possible.
Featured in the archive