FTSE 250 Uptrend Replay (1997-07-10 to 1997-10-16)
Replay an authentic 1997 FTSE 250 rally across 140 daily bars with an 8.8% drawdown. Step through each session, tackle 11 decision points, and receive an AI coach review of your simulated choices.
140 daily bars · 11 decision points · 1997-05 to 1997-12 · Stocks
Key facts
This window spans 197 days with a peak-to-trough drawdown of 8.8% and a 13.2% run-up.
- Max drawdown
- −8.8%
- Max run-up
- +13.2%
- Duration
- 197 days
- Largest single-day move
- −5.0%
- Bars
- 140 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
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- FTSE 250 Uptrend Replay (2000-10-18 to 2000-11-06)2000 · Lv.1
- FTSE 250 Uptrend Replay (2003-09-30 to 2004-03-08)2003 · Lv.2
- Russell 2000 Uptrend Replay (1998-01-12 to 1998-04-21)1997 · Lv.2
- Dow Jones Ind. Uptrend Replay (1997-10-27 to 1997-12-05)1997 · Lv.2
Event Replay
What happened — and what it teaches
The FTSE 250 mid-cap index enters the second half of 1997 carrying the kind of quiet tension that often precedes a decisive move. From the first close on the dataset at 4489 on 1997-05-20, traders are working through a market that will test them across 140 daily bars, with the worst setback measured at an 8.8% drawdown and individual sessions capable of swinging as much as 5.0% in a single bar. Eleven decision points are scattered through the replay, four of them flagged as critical, and the user's task is to navigate each one with simulated capital, weighing whether to lean into the prevailing trend or brace for the next lurch. The setup is deliberately unspectacular: the index is not crashing, but it is also not yet committing, and that ambiguity is exactly where decision quality is forged.
What unfolds over the run is a steady, grinding advance rather than a vertical rally. The close drifts from 4489 up to 4692.4 by 1997-10-16, a 4.5% gain on the headline numbers, but the path is anything but smooth. The 8.8% drawdown embedded in the middle of the period means anyone who chased the early strength would have been forced to sit through a meaningful retracement, and the 5.0% single-bar move shows that volatility never really disappeared; it just paused between outbursts. By the end of the window the index is higher, but it has paid out that gain in uneven instalments, rewarding patience and punishing overconfidence in roughly equal measure.
For decision training the lesson is less about the final 4.5% than about the discipline required to earn it. The four critical decision points are precisely the moments where the drawdown and the wide single-bar swings will tempt the user to act on emotion, and the replay forces a deliberate pause at each. A sound process here means sizing positions to survive an 8.8% adverse move, logging a rationale before every entry, and reviewing whether early exits during the noisy middle were really protecting capital or simply reacting to noise. The psychology the scenario drills is restraint: recognising that a trending tape can absorb a lot of volatility, and that the most expensive mistakes often come from action taken between decision points rather than at them.