FTSE 250 Uptrend Replay (2006-06-13 to 2006-07-04)
Replay 32 daily bars of FTSE 250 trading from 2006-05-31 to 2006-07-13, navigating a 7.7% max drawdown alongside sharp rallies. You walk through each session, face 7 decision points including 3 critical ones, and receive an AI coach review of your choices in a simulated educational environment.
32 daily bars · 7 decision points · 2006-05 to 2006-07 · Stocks
Key facts
This window spans 43 days with a peak-to-trough drawdown of 7.7% and a 9.0% run-up.
- Max drawdown
- −7.7%
- Max run-up
- +9.0%
- Duration
- 43 days
- Largest single-day move
- +3.6%
- Bars
- 32 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.
Related scenarios
- FTSE 250 Uptrend Replay (2005-04-29 to 2005-10-04)2005 · Lv.2
- FTSE 250 Uptrend Replay (2010-02-08 to 2010-04-26)2009 · Lv.2
- FTSE 250 Uptrend Replay (2009-11-26 to 2010-01-11)2009 · Lv.2
- FTSE 250 Uptrend Replay (2003-09-30 to 2004-03-08)2003 · Lv.2
- FTSE 250 Uptrend Replay (2008-08-19 to 2008-09-02)2008 · Lv.2
- FTSE 250 Uptrend Replay (2008-03-17 to 2008-04-02)2008 · Lv.2
Event Replay
What happened — and what it teaches
The FTSE 250 entered the summer of 2006 as a market testing investors' resolve. Over the 32 trading days from late May through mid-July, the index presented a landscape of sharp reversals and treacherous drawdowns that demanded more than passive conviction. Participants faced the task of navigating a period where the direction was far from obvious and the margin for error was repeatedly compressed.
What unfolded was a session that ultimately delivered a modest decline of 1.3%, closing at 9176.2 from 9298.2, yet the journey was anything but tranquil. The maximum drawdown of 7.7% against a largest single-bar move of 3.6% tells the real story—a market prone to violent swings that could unsettle even seasoned participants. Seven decision points were scattered across this span, three of them critical junctures where positioning choices carried amplified consequences for the trajectory that followed.
This replay is a laboratory for examining how process discipline, risk calibration, and psychological resilience interact under pressure. The -1.3% net outcome obscures the genuine challenges of managing through a 7.7% drawdown without abandoning sound methodology. Traders confront the temptation to overtrade during volatility spikes, the difficulty of distinguishing signal from noise at critical inflection points, and the emotional weight of watching positions move sharply against them before recovering.
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