FTSE 250 Downtrend Replay (2007-02-19 to 2007-03-05)
Replay a 6.7% FTSE 250 drawdown across 30 authentic daily bars from early 2007, then decide whether to hold, hedge, or step aside. You will walk through 7 decision points with an AI coach reviewing every move on simulated capital.
30 daily bars · 7 decision points · 2007-02 to 2007-03 · Stocks
Key facts
This window spans 39 days with a peak-to-trough drawdown of 6.7% and a 5.2% run-up.
- Max drawdown
- −6.7%
- Max run-up
- +5.2%
- Duration
- 39 days
- Largest single-day move
- −3.7%
- 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
In early 2007, the FTSE 250 entered a period of sustained weakness that tested the resolve of anyone holding positions through a broader bull market. The replay spans 30 authentic daily bars from February 5 to March 16, 2007, with the action focused on a pronounced downtrend between February 19 and March 5. For traders accustomed to upward drift, this episode demanded fresh thinking about position management and risk tolerance.
The index closed the period at 11269.2, down 1.2% from its opening, yet that modest headline figure concealed much sharper intraperiod turbulence. A maximum drawdown of 6.7% occurred, with the largest single daily move reaching 3.7%. Seven decision points punctuated the slide, three of them flagged as critical moments where directional conviction was most severely challenged. Navigating this landscape required traders to choose repeatedly among holding, hedging, or stepping aside.
This replay trains the mental habits that separate prepared traders from reactive ones. Facing a 6.7% drawdown without clear trend termination forces disciplined application of pre-defined rules. The experience builds muscle memory for managing volatility, controlling risk under pressure, and recognizing when patience serves better than intervention. Three critical junctures ensure participants confront the psychological weight of real decisions on simulated capital, sharpening judgment for future market episodes in the 2000s era.