FTSE 250 Downtrend Replay (1991-09-06 to 1991-12-23)
Step into a 150-bar FTSE 250 correction replay spanning 1991-07-16 to 1992-02-14, where prices drifted just 1.6% while suffering a 13.6% drawdown. Make decisions across 11 branching points, defend your calls against daily volatility, and receive an AI coach review, all in a simulated historical setting.
150 daily bars · 11 decision points · 1991-07 to 1992-02 · Stocks
Key facts
This window spans 213 days with a peak-to-trough drawdown of 13.6% and a 9.1% run-up.
- Max drawdown
- −13.6%
- Max run-up
- +9.1%
- Duration
- 213 days
- Largest single-day move
- −3.2%
- 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.
Related scenarios
- FTSE 250 Downtrend Replay (1992-03-10 to 1992-04-08)1992 · Lv.2
- FTSE 250 Downtrend Replay (1994-02-03 to 1994-06-27)1993 · Lv.1
- FTSE 250 Downtrend Replay (1990-01-04 to 1990-04-30)1989 · Lv.1
- FTSE 250 Downtrend Replay (1989-09-08 to 1989-10-16)1989 · Lv.2
- FTSE 250 Downtrend Replay (1994-08-31 to 1995-03-08)1994 · Lv.2
- FTSE 250 Downtrend Replay (1996-04-26 to 1996-07-24)1996 · Lv.2
Event Replay
What happened — and what it teaches
The FTSE 250 entered a correction phase during the early 1990s, a period marked by economic uncertainty and shifting market sentiment across Britain. Spanning 1991-07-16 to 1992-02-14, this 150-bar replay placed participants in the challenging position of navigating a market caught between lingering recession concerns and tentative recovery signals. The task was to manage risk and preserve capital through a volatile phase where directional conviction remained elusive.
The headline numbers tell a deceptive story. Prices drifted from 2422.3 to 2460, a mere 1.6% gain, yet the journey was anything but tranquil. A maximum drawdown of 13.6% tested portfolio resilience, while the largest single-bar move of 3.2% created moments of sharp intraday stress. This contrast between minimal net progress and substantial interim losses defines the correction environment that participants had to survive.
This replay sharpens decision-making through eleven branching points, four of which represent critical junctures where positioning choices carried heightened consequence. Participants practice disciplined risk management, resist the psychological pull of panic selling at lows, and maintain process consistency despite fluctuating prices. The experience builds tolerance for ambiguity and reinforces that surviving drawdowns matters more than capturing every directional move.