FTSE 250 Uptrend Replay (1995-03-08 to 1996-04-26)
Replay a real British uptrend: the FTSE 250 climbed 10.2% from 1995-06-16 to 1996-01-17 across 150 daily bars. Step through each session, face 11 decision points (4 critical), and receive an AI coach review of your simulated choices.
150 daily bars · 11 decision points · 1995-06 to 1996-01 · Stocks
Key facts
This window spans 215 days with a peak-to-trough drawdown of 3.2% and a 13.7% run-up.
- Max drawdown
- −3.2%
- Max run-up
- +13.7%
- Duration
- 215 days
- Largest single-day move
- +1.6%
- 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 tracks Britain's most dynamic mid-sized companies, a universe where economic recovery first takes visible shape. This replay spans the period from mid-1995 to early 1996, when the UK was emerging from recession and investors were reassessing risk across asset classes. Participants face the challenge of navigating a market finding its footing after uncertainty, with 11 decision points (4 critical) embedded across 150 daily bars. The era's mood—hopeful yet cautious—frames every choice.
From 1995-06-16 to 1996-01-17, the index rose from 3660.8 to 4035.6, a gain of 10.2%. The journey was gradual: max drawdown totaled only 3.2% and the largest single-bar move reached just 1.6%. These modest figures reflect a sustained, measured climb rather than a dramatic surge. Investors who maintained conviction through daily noise were rewarded, while those who reacted to short-term fluctuations likely missed the broader move.
This scenario trains participants to execute under a "boring" regime—where big directional bets feel unmotivated and every small pullback tempts second-guessing. The teaching point is threefold: process discipline (sticking to a plan despite unexciting price action), risk calibration (position sizing when volatility is contained), and psychological resilience (resisting the urge to exit a correct thesis prematurely). Mastering gentle trends is as essential as surviving dramatic ones.
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