FTSE 250 Uptrend Replay (2008-12-05 to 2009-01-06)
Replay 40 daily bars spanning 2008-11-20 to 2009-01-19 as the index rises 11.4% from 5578.7 to 6215.5. Walk through each session, tackle 7 decision points, and receive an AI coach review of your simulated choices.
40 daily bars · 7 decision points · 2008-11 to 2009-01 · Stocks
Key facts
This window spans 60 days with a peak-to-trough drawdown of 9.8% and a 25.3% run-up.
- Max drawdown
- −9.8%
- Max run-up
- +25.3%
- Duration
- 60 days
- Largest single-day move
- +5.4%
- Bars
- 40 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
The FTSE 250 futures market in late 2008 presented traders with one of the decade's most challenging environments. After the catastrophic Lehman Brothers collapse in September, markets were oscillating between panic and cautious hope. The period from late November 2008 through mid-January 2009 represented a critical inflection point where the index began attempting to establish a foundation after months of freefall. This replay covers 40 daily bars over approximately two months, placing participants directly into decision moments that defined the early recovery narrative.
The data shows the index rising 11.4% from 5578.7 to 6215.5 during this window. However, this headline number conceals significant turbulence beneath the surface. The maximum drawdown reached 9.8%, meaning participants faced substantial interim losses even while positioning for the upward bias. The largest single-bar move of 5.4% demonstrates the volatile character of the period, where sudden reversals could quickly erode positions. Seven decision points punctuate the replay, with three deemed critical for capturing or missing the move's essence.
For decision training, this scenario strips away hindsight clarity and forces participants to navigate ambiguity in real time. The lesson centers on position sizing relative to known maximum drawdowns and maintaining composure when single sessions swing 5.4%. Process discipline—sticking to pre-defined entry and exit criteria—matters more than predicting direction in such environments. The psychological dimension proves equally vital: distinguishing between a genuine trend change and a bear market rally requires both systematic rules and emotional regulation.