FTSE 250 Uptrend Replay (1991-01-16 to 1991-03-15)
Replay the 1991 FTSE 250 uptrend across 86 daily bars where the index climbed 19.6%. Step through each authentic session, face 11 decision points with AI coach review, and sharpen your market-replay skills in a simulated, educational setting.
86 daily bars · 11 decision points · 1990-12 to 1991-04 · Stocks
Key facts
This window spans 126 days with a peak-to-trough drawdown of 5.6% and a 27.6% run-up.
- Max drawdown
- −5.6%
- Max run-up
- +27.6%
- Duration
- 126 days
- Largest single-day move
- +2.3%
- Bars
- 86 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, Britain's benchmark for mid-sized companies, entered a pivotal phase in early 1991 as the UK economy tentatively emerged from recession. The 86-session window from December 12, 1990 to April 17, 1991 captures authentic price discovery during a period of shifting sentiment. For participants replaying this era, the central question was whether a durable advance was forming or whether headwinds would resume.
The index rose from 2125.6 to 2541.7, delivering a 19.6% gain across those 86 daily bars. The trajectory was persistent but not without tension—the maximum drawdown of 5.6% tested conviction at several points, while the largest single-bar move of 2.3% reminded traders that momentum, though real, rarely accelerates dramatically. Eleven decision points, four critical, required participants to evaluate entries, exits, and position sizing throughout the move.
This replay cultivates essential competencies: distinguishing sustainable momentum from temporary surges, calibrating risk against measured volatility, and maintaining composure through shallow setbacks. The 5.6% drawdown repeatedly asks whether a participant would hold positions or surrender gains prematurely. Psychology becomes the differentiator—balancing documented directional bias with the discipline to manage risk defines effective practice in this educational framework.
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