FTSE 250 Downtrend Replay (1994-02-03 to 1994-06-27)
A 19.0% drawdown defines this FTSE 250 correction replay, spanning 150 daily bars from December 1993 through August 1994. Step through each market day, face 11 decision points, and receive an AI coach review of your choices in a simulated educational environment.
150 daily bars · 11 decision points · 1993-12 to 1994-08 · Stocks
Key facts
This window spans 220 days with a peak-to-trough drawdown of 19.0% and a 10.1% run-up.
- Max drawdown
- −19.0%
- Max run-up
- +10.1%
- Duration
- 220 days
- Largest single-day move
- +3.4%
- 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 1994 carrying the cautious optimism of late 1993, but by February that confidence was fraying. As interest rate expectations shifted and global growth signals became mixed, UK mid-cap stocks faced mounting selling pressure that tested investor conviction. This 150-daily-bar replay, spanning December 1993 to August 1994, places participants inside a sustained correction where the prevailing wisdom kept getting invalidated. Eleven decision points punctuate the slide, four of them critical inflection moments where the difference between holding, reducing, or rotating exposure carried meaningful consequence for portfolio outcomes.
The headline number tells only part of the story. The index closed the period at 3641.4, down 3.5% from the starting 3773.2. But the journey was far rougher than the net decline suggests—the maximum drawdown reached 19.0%, meaning peak-to-trough losses nearly erased a fifth of value before any recovery. The largest single-bar move of 3.4% illustrates how volatility clusters during corrections, with fear amplifying daily swings beyond what fundamentals alone would justify. Navigating such terrain requires discipline when every signal seems to suggest deterioration.
This replay sharpens three enduring competencies. First, position sizing must be calibrated before drawdowns arrive, not during them. Second, decision processes need to remain consistent under pressure—reactivity is the enemy of sound risk management. Third, psychological resilience matters as much as analytical skill; maintaining conviction in a well-reasoned approach while volatility swirls requires frameworks that insulate decisions from short-term emotion. These lessons transfer across decades and markets, making the 1990s correction a timeless case study in disciplined portfolio stewardship.
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