FTSE 250 Downtrend Replay (2007-10-31 to 2007-11-21)
Replay the 2007 FTSE 250 correction across 32 daily bars with a 12.5% peak drawdown, making 7 decision points. Practice day-by-day choices, then receive an AI coach review in a simulated, educational environment.
32 daily bars · 7 decision points · 2007-10 to 2007-11 · Stocks
Key facts
This window spans 43 days with a peak-to-trough drawdown of 12.5% and a 5.2% run-up.
- Max drawdown
- −12.5%
- Max run-up
- +5.2%
- Duration
- 43 days
- Largest single-day move
- −3.4%
- 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.
Event Replay
What happened — and what it teaches
In October 2007, the FTSE 250 represented the mid-cap engine of the London Stock Exchange, a segment that typically amplifies shifts in domestic economic sentiment. The period from mid-October through late November placed traders in a landscape where confidence was visibly eroding, with 32 daily bars of price action capturing a meaningful correction rather than a crash. What was at stake was not merely a percentage move but the ability to navigate a sustained decline without succumbing to panic or complacency.
The numbers tell the story of a gradual but significant unwinding: the index closed at 11411.6 and descended to 10748.8, representing a -5.8% decline over the data span. More instructive for decision-makers was the 12.5% max drawdown that tested portfolio resilience, alongside a largest single-bar move of 3.4% that demonstrated the kind of volatility spikes which can trigger emotional responses. Seven decision points, three of them marked as critical, structured the replay, demanding calibrated responses at moments when the trend was neither obvious nor forgiving.
This scenario excels as a training ground for process over prediction. Participants practice sizing positions when drawdowns deepen, managing the psychological pull of averting losses during a 12.5% peak decline, and adhering to pre-defined rules when each 3.4% intraday swing tests resolve. The educational value lies in experiencing the difference between a survivable correction and a runaway collapse, building the discipline to distinguish between signal and noise in volatile markets. Seven decision points, three critical ones, become the curriculum for building that judgment under pressure.