FTSE 250 Uptrend Replay (2004-08-09 to 2005-02-14)
Replay 150 daily bars of the FTSE 250 climbing 21.2% from 2004-07-26 to 2005-02-24, with a shallow 3.2% drawdown. Walk through each session, tackle 11 decision points including 4 critical ones, and receive an AI coach review of your simulated choices.
150 daily bars · 11 decision points · 2004-07 to 2005-02 · Stocks
Key facts
This window spans 213 days with a peak-to-trough drawdown of 3.2% and a 26.3% run-up.
- Max drawdown
- −3.2%
- Max run-up
- +26.3%
- Duration
- 213 days
- Largest single-day move
- −1.2%
- 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
The FTSE 250, tracking Britain's mid-sized companies, entered a sustained ascent during the second half of 2004 and held momentum into early 2005. Over 150 daily bars spanning July 2004 through February 2005, market participants faced a period defined by steady appreciation with minimal turbulence. The index climbed from 5927.9 to 7184.1, delivering a 21.2% return while the largest single daily move barely exceeded 1.2%. With only an 11th decision point remaining, the environment rewarded disciplined trend-following but punished premature exits.
The price action unfolded with remarkable steadiness: a shallow 3.2% maximum drawdown and consistently modest daily ranges created a deceptive sense of certainty. Participants encountered 4 critical junctures where conviction, position sizing, and risk management determined cumulative outcomes. The scenario tested whether traders could distinguish routine fluctuations from genuine reversal signals while maintaining exposure through brief pullbacks.
This replay sharpens decision training by confronting participants with the psychological challenge of holding a profitable position through low-volatility consolidation. The modest drawdown and measured moves underline that risk management extends beyond volatility metrics—position management and conviction testing matter equally when trends remain intact. Historical context matters: the 2000s era of post-dotcom stabilization created conditions where patient participation was rewarded, but such periods demand vigilance against complacency. The 150-day span offers a realistic training window for developing discipline without artificial time compression.
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