FTSE 250 Uptrend Replay (2005-10-19 to 2006-05-09)
Replay a 22.2% climb on the FTSE 250 between 2005-10-19 and 2006-05-09 across 150 daily bars. You step through each trading day, face 11 decision points, and receive an AI coach review of your choices using simulated capital.
150 daily bars · 11 decision points · 2005-10 to 2006-05 · Stocks
Key facts
This window spans 217 days with a peak-to-trough drawdown of 5.9% and a 36.6% run-up.
- Max drawdown
- −5.9%
- Max run-up
- +36.6%
- Duration
- 217 days
- Largest single-day move
- +2.8%
- 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 (2006-07-18 to 2007-02-19)2006 · Lv.3
- FTSE 250 Uptrend Replay (2004-08-09 to 2005-02-14)2004 · Lv.3
- FTSE 250 Uptrend Replay (2003-03-12 to 2003-09-03)2003 · Lv.3
- FTSE 250 Uptrend Replay (2009-06-22 to 2009-10-19)2009 · Lv.3
- FTSE 250 Uptrend Replay (2009-03-09 to 2009-05-06)2009 · Lv.4
- FTSE 250 Uptrend Replay (2008-12-05 to 2009-01-06)2008 · Lv.3
Event Replay
What happened — and what it teaches
The FTSE 250, Britain's benchmark for mid-sized companies, entered October 2005 at a crossroads. After a period of range-bound trading, the index was positioned for a sustained advance that would challenge the conviction and timing of any participant. The scenario spans 150 daily bars from October 11, 2005 to May 16, 2006, placing you inside a classic medium-term bull phase where holding through minor pullbacks and acting decisively at inflection points separated participants from observers.
Over this seven-month run, the index rose from 7808.4 to 9542.2, delivering a 22.2% total return. The climb was not a straight line—the experience of a maximum drawdown of 5.9% tested resolve during the largest single-bar move of 2.8%. Eleven decision points were woven into the trajectory, four of them critical junctures where directional bets carried disproportionate consequence. Each bar represented a choice: add, hold, reduce, or stand aside.
This replay cultivates decision-making under the psychological strain of an uptrend. The 5.9% maximum drawdown reminds us that even favorable trends extract interim costs, demanding position discipline and emotional balance. The 2.8% volatility spike shows how a single session can challenge conviction, reinforcing the need for pre-committed rules rather than reactive adjustment. Across eleven decision points, the critical ones probe whether you can maintain process discipline when uncertainty peaks—making this as much a study of psychology as of market mechanics.
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