FTSE 250 Uptrend Replay (2000-10-18 to 2000-11-06)
Replay the 2000 FTSE 250 uptrend across 30 daily bars where the index edged from 6679.2 to 6719.9 despite a 4.6% drawdown. You step through each trading day, face 7 decision points, and receive an AI coach review in a simulated, educational environment.
30 daily bars · 7 decision points · 2000-10 to 2000-11 · Stocks
Key facts
This window spans 41 days with a peak-to-trough drawdown of 4.6% and a 7.1% run-up.
- Max drawdown
- −4.6%
- Max run-up
- +7.1%
- Duration
- 41 days
- Largest single-day move
- −2.0%
- Bars
- 30 Daily bars
- Decision points
- 7
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 entered October 2000 in a state of transition. The technology sector's turbulence was rippling through global markets, and UK mid-cap stocks occupied a contested space between the bruised large-cap exporters and the speculative growth names. Investors were recalibrating expectations after a summer of mixed signals, and the path forward was anything but clear. This replay captures that ambiguity, placing you inside the daily grind of a market searching for direction.
Across the 30 trading days from early October to mid-November, the index crept from 6679.2 to 6719.9, a net advance of 0.6%. That modest headline figure obscures a more turbulent journey: a maximum drawdown of 4.6% tested conviction, while the largest single session moved 2.0%. Navigating these swings demanded more than directional conviction; it required timing precision across 7 decision points, 3 of which the scenario designates as critical junctures where outcomes diverged sharply.
This replay distills several timeless lessons. First, small percentage moves can carry large internal volatility, rewarding those who measure success by process rather than by headline returns. Second, drawdowns of 4.6% are survivable but psychologically demanding, emphasizing that position sizing and emotional discipline matter as much as market view. Finally, the clustering of critical decision points reminds practitioners that market environments are not uniform; periods of heightened consequence demand heightened attention.