FTSE 250 Uptrend Replay (2000-04-17 to 2000-09-04)
Replay 150 trading days on the FTSE 250 from March to October 2000, navigating an uptrend that ultimately ended 2.2% lower. You step through each session, face 11 decision points, and receive an AI coach review of every simulated call.
150 daily bars · 11 decision points · 2000-03 to 2000-10 · Stocks
Key facts
This window spans 216 days with a peak-to-trough drawdown of 12.6% and a 19.8% run-up.
- Max drawdown
- −12.6%
- Max run-up
- +19.8%
- Duration
- 216 days
- Largest single-day move
- −4.1%
- 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.
Event Replay
What happened — and what it teaches
In the spring and summer of 2000, the FTSE 250 became a classroom for traders grappling with a market that defied easy categorization. Spanning from April 17 to September 4 of that year, this replay covers 150 trading days of British mid-cap action. Classified as a rally event, the scenario presents traders with 11 decision points—four of them critical junctures—where positioning and risk management would be tested. The task was deceptively simple: navigate the uptrend while preserving capital in an era marked by tech-sector turbulence and shifting investor sentiment across European markets.
What unfolded was a masterclass in market irony. Despite the rally classification, the FTSE 250 finished the period at 6596.3, down from an opening level of 6743.5—a net decline of -2.2%. The journey proved far more turbulent than the destination, with a maximum drawdown of 12.6% testing even disciplined approaches. The largest single-bar move of 4.1% on any given session could have devastating or rewarding consequences depending on one's exposure and timing, reminding participants that volatility itself becomes a decision variable.
For decision training, this episode crystallizes why process matters more than outcome. The -2.2% close could easily discourage a trend-follower who expected easier gains from a designated rally scenario, yet the real education lies in how one managed the 12.6% peak-to-trough erosion along the way. Traders learn to separate signal from noise, to size positions with drawdown awareness, and to maintain psychological equilibrium when a labeled uptrend produces a loss. These are the habits that transfer to any decade of market participation.