FTSE 250 Downtrend Replay (2007-05-23 to 2007-08-16)
Relive a 122-day stretch in 2007 when the FTSE 250 slid 7.4% from 11915.9 to 11037.4, capped by a 14.4% peak drawdown. Replay each session, tackle 4 critical decision points, and receive an AI coach review in a simulated, educational environment.
122 daily bars · 11 decision points · 2007-04 to 2007-09 · Stocks
Key facts
This window spans 176 days with a peak-to-trough drawdown of 14.4% and a 10.0% run-up.
- Max drawdown
- −14.4%
- Max run-up
- +10.0%
- Duration
- 176 days
- Largest single-day move
- −3.9%
- Bars
- 122 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
In the spring and summer of 2007, the FTSE 250—a benchmark index for mid-cap UK equities—entered a turbulent phase that would test the resolve of any investor navigating its corridors. The period spanning May 23 to August 16, 2007, unfolded against a backdrop of mounting global uncertainty, with credit concerns beginning to surface and risk appetite showing signs of strain. For traders and investors, this represented a critical test of how to respond when a previously steady uptrend begins to crack, raising questions about when to hold positions, when to reduce exposure, and when to adapt strategy entirely.
Over the course of 122 daily trading sessions, the index retreated from 11915.9 to 11037.4, delivering a cumulative decline of 7.4%. The journey was far from linear. A peak drawdown of 14.4% tested portfolio values severely, while the largest single-day swing of 3.9% underscored the volatility that characterized this correction. Throughout the period, traders faced 11 distinct decision points, 4 of which proved critical—moments where the difference between proactive risk management and reactive guessing could mean the difference between preserving capital and compounding losses.
This replay scenario distills those months into an interactive training ground. Participants encounter each decision point as it unfolded, confronting the same information constraints and market noise that traders faced in real time. The lesson is not about predicting the bottom or timing the perfect exit, but rather about developing disciplined processes for assessing risk, managing position sizes, and maintaining psychological equilibrium when drawdowns exceed comfort levels. Success here is measured not by profit, but by the quality of decisions made under uncertainty.