FTSE 250 Uptrend Replay (1998-12-15 to 1999-09-06)
Replay 150 daily bars of the 1999 FTSE 250 uptrend, where the index climbed 19.6% from close 4982 to 5960.1 across the first eight months. Walk through each session, navigate 11 decision points, and receive AI coach review in a fully simulated, educational environment.
150 daily bars · 11 decision points · 1999-01 to 1999-08 · Stocks
Key facts
This window spans 213 days with a peak-to-trough drawdown of 4.2% and a 26.1% run-up.
- Max drawdown
- −4.2%
- Max run-up
- +26.1%
- Duration
- 213 days
- Largest single-day move
- −2.1%
- 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 Uptrend Replay (1999-10-21 to 2000-01-17)1999 · Lv.2
- FTSE 250 Uptrend Replay (1997-10-28 to 1998-06-09)1997 · Lv.3
- FTSE 250 Uptrend Replay (2003-03-12 to 2003-09-03)2003 · Lv.3
- FTSE 250 Uptrend Replay (1995-03-08 to 1996-04-26)1995 · Lv.2
- FTSE 250 Uptrend Replay (2004-08-09 to 2005-02-14)2004 · Lv.3
- FTSE 250 Uptrend Replay (2005-10-19 to 2006-05-09)2005 · Lv.3
Event Replay
What happened — and what it teaches
The FTSE 250 in early 1999 occupied a distinctive niche within the late-cycle equity landscape, as UK mid-cap stocks drew renewed interest amid a maturing global bull market. This replay covers 150 daily bars from January 11 to August 12, 1999, placing participants inside a sustained advance that demanded both conviction and restraint. The task was not merely to identify an uptrend but to manage it—deciding when to add exposure, when to hold, and when to preserve capital during the inevitable friction that accompanies any extended move.
The index rose from 4982 to close at 5960.1, delivering a total return of 19.6%. Notably, the largest single-day move reached only 2.1%, and the maximum drawdown was a contained 4.2%. Despite these seemingly orderly statistics, participants confronted 11 decision points—4 flagged as critical—forcing real-time evaluations of entry, sizing, and exit. The low volatility profile masked the psychological pressure of staying disciplined when each day brought a fresh test of conviction.
This replay strips away hindsight to expose the raw decision process: trend-following discipline against the temptation to take profits prematurely, risk management against the fear of missing further upside. The modest drawdown teaches that even comfortable-looking advances require robust position management. The concentrated decision points reveal how few pivotal moments truly define an outcome. Participants walk away with a sharper sense of process over prediction, and the humility that comes from navigating history without knowing what comes next.