FTSE 250 Uptrend Replay (1997-10-28 to 1998-06-09)
Replay the FTSE 250's 26.9% climb across 150 daily bars from 1997-10-29 to 1998-06-04. Step through each authentic session, face 4 critical decision points, and receive an AI coach review of your simulated training choices.
150 daily bars · 11 decision points · 1997-10 to 1998-06 · Stocks
Key facts
This window spans 218 days with a peak-to-trough drawdown of 2.6% and a 29.8% run-up.
- Max drawdown
- −2.6%
- Max run-up
- +29.8%
- Duration
- 218 days
- Largest single-day move
- +1.3%
- 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
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- FTSE 250 Uptrend Replay (1998-12-15 to 1999-09-06)1999 · Lv.3
- FTSE 250 Uptrend Replay (1995-03-08 to 1996-04-26)1995 · Lv.2
- FTSE 250 Uptrend Replay (2003-03-12 to 2003-09-03)2003 · Lv.3
- ATX Uptrend Replay (1998-01-13 to 1998-05-26)1997 · Lv.3
- Dow Jones Ind. Uptrend Replay (1998-01-09 to 1998-05-13)1997 · Lv.3
Event Replay
What happened — and what it teaches
The FTSE 250 entered the final months of 1997 with investors navigating a landscape defined by post-election optimism in Britain and the early tremors of emerging-market stress overseas. This replay covers 150 daily bars from 1997-10-29 to 1998-06-04, placing trainees inside an authentic uptrend that would ultimately deliver a 26.9% gain. The scenario poses 11 decision points, including 4 critical junctures where directional bias, position sizing, and risk management would be tested against real market behavior.
What unfolded was a sustained climb from 4668.1 to 5921.6 with remarkable smoothness for a stock index—the maximum drawdown never exceeded 2.6%, and the largest single daily move registered just 1.3%. For a journey spanning more than seven months, this combination of solid returns with contained volatility is atypical and raises important questions about the nature of the advance itself.
This scenario excels as a decision-training exercise precisely because its calm exterior demands rigorous process discipline. When daily fluctuations remain modest and the trend extends persistently, the psychological temptation is to increase exposure or loosen stops. The 2.6% maximum drawdown reminds trainees that even gentle markets can reverse, while the 1.3% daily ceiling illustrates that trending environments often reward patience over hyperactivity. Trainees learn to distinguish between a smooth advance that justifies steady conviction and one that may simply be masking growing complacency.