FTSE 250 Uptrend Replay (2009-11-26 to 2010-01-11)
Replay a two-month FTSE 250 advance across 60 daily bars, marked by a 6.7% drawdown and a sharpest single-day 3.2% swing. Walk through every decision point in simulated capital only, then receive an AI coach review of your choices.
60 daily bars · 11 decision points · 2009-11 to 2010-01 · Stocks
Key facts
This window spans 86 days with a peak-to-trough drawdown of 6.7% and a 9.5% run-up.
- Max drawdown
- −6.7%
- Max run-up
- +9.5%
- Duration
- 86 days
- Largest single-day move
- −3.2%
- Bars
- 60 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.
Related scenarios
- FTSE 250 Uptrend Replay (2010-02-08 to 2010-04-26)2009 · Lv.2
- FTSE 250 Uptrend Replay (2010-07-01 to 2010-08-09)2010 · Lv.1
- FTSE 250 Uptrend Replay (2011-03-16 to 2011-05-31)2011 · Lv.1
- FTSE 250 Uptrend Replay (2010-05-25 to 2010-06-21)2010 · Lv.3
- 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 index traced a significant two-month advance from late November 2009 through mid-January 2010, a period that bridged the closing chapter of the 2000s into the opening weeks of the 2010s. The market operated within a post-crisis landscape where recovery optimism competed with lingering uncertainty, creating an environment demanding both conviction and caution. Participants entering this replay step into that specific historical moment to test their decision-making against authentic price action.
Across 60 daily bars spanning 2009-11-04 to 2010-01-29, the index closed from 8992.8 to 9237.3, delivering a net return of 2.7%. The journey was far from smooth—a maximum drawdown of 6.7% tested risk discipline, while the largest single-day swing of 3.2% underscored intraday volatility. These statistics reveal that headline profitability conceals the psychological strain of navigating substantial interim setbacks and sharp reversals.
This replay presents 11 decision points—4 designated as critical—forcing participants to act with simulated capital where conviction meets uncertainty. The data illustrates that capturing a 2.7% gain while enduring a 6.7% peak-to-trough decline demands emotional resilience and strict position management. Participants must confront whether they can maintain conviction through a 6.7% drawdown, avoid overreacting to a 3.2% single-bar move, and make calibrated choices at each inflection point without the benefit of hindsight.
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