FTSE 250 Uptrend Replay (1990-11-14 to 1990-12-07)
Relive 36 trading days of a 1990 FTSE 250 rally that climbed 3.4% from 2052.2 to 2122.2. In this educational replay you make decisions at seven daily checkpoints with three critical moments, then receive an AI coach review of your simulated choices.
36 daily bars · 7 decision points · 1990-10 to 1990-12 · Stocks
Key facts
This window spans 49 days with a peak-to-trough drawdown of 1.7% and a 6.6% run-up.
- Max drawdown
- −1.7%
- Max run-up
- +6.6%
- Duration
- 49 days
- Largest single-day move
- +1.5%
- Bars
- 36 Daily bars
- Decision points
- 7
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 (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 (1986-05-16 to 1986-07-02)1986 · Lv.1
- FTSE 250 Uptrend Replay (1986-08-08 to 1986-09-05)1986 · Lv.1
- FTSE 250 Uptrend Replay (1996-07-24 to 1997-03-11)1996 · Lv.2
- FTSE 250 Uptrend Replay (1997-07-10 to 1997-10-16)1997 · Lv.1
Event Replay
What happened — and what it teaches
The scene places us in the UK mid-cap market during late 1990, a period defined by post-recession uncertainty and evolving investor sentiment. The FTSE 250, representing medium-sized British companies, operated in the shadow of larger index movements while carving its own path. Seven decision checkpoints were embedded across 36 trading days, with three marked as critical junctures where directional conviction would be tested.
The index advanced from 2052.2 to 2122.2, delivering a measured 3.4% gain over the period. The journey was not monotonic—maximum drawdown reached 1.7%, and the largest single session swing hit 1.5%, reminding participants that even modest uptrends carry intraday volatility. This backdrop required continuous reassessment rather than passive holding.
For decision trainees, this scenario emphasizes disciplined risk calibration within trending markets. The modest overall return combined with meaningful interim swings tests one's ability to distinguish temporary weakness from structural breakdown. Managing position sizing against the 1.7% downside while capturing the 3.4% upside cultivates asymmetric awareness. Psychological resilience—holding conviction through minor pullbacks without overtrading—becomes the distinguishing skill in such gradual rallies.
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