FTSE 250 Uptrend Replay (2010-02-08 to 2010-04-26)
Replay 108 daily bars from the 2010 FTSE 250 uptrend, navigating a 14.0% drawdown and 5.4% single-day swings. Step through 11 decision points, including 4 critical ones, and receive an AI coach review of your simulated choices.
108 daily bars · 11 decision points · 2009-12 to 2010-06 · Stocks
Key facts
This window spans 156 days with a peak-to-trough drawdown of 14.0% and a 18.6% run-up.
- Max drawdown
- −14.0%
- Max run-up
- +18.6%
- Duration
- 156 days
- Largest single-day move
- +5.4%
- Bars
- 108 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 (2009-11-26 to 2010-01-11)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
This scenario replays 108 daily bars of the FTSE 250 from late December 2009 through early June 2010, capturing a market straddling the decade boundary as it attempted to consolidate post-financial crisis gains. The index began at 9317.4, with investors navigating genuine uncertainty about the durability of the recovery. Players entering this replay must appreciate the historical context: this was a period when the shape of the economic rebound remained genuinely contested, requiring both analytical rigor and measured conviction.
The replay reveals a market that ultimately closed at 9801.2, delivering a 5.2% gain over the full data span. Yet this headline figure conceals substantial turbulence beneath the surface. A maximum drawdown of 14.0% tested the conviction of any position held through the drawdown period, while the largest single-day move of 5.4% demanded real-time risk management. Across 11 decision points—including 4 flagged as critical—participants experience the psychological and analytical demands of maintaining discipline through whipsawing price action.
This historical replay serves as a powerful decision-training exercise precisely because the outcome—positive but arduous—mirrors the experience most investors face. The scenario teaches that rigid conviction without adaptive risk management can be as destructive as reactive capitulation. Players must balance systematic analysis with psychological resilience, learning to maintain composure when 5.4% single-day swings test their conviction, while avoiding the trap of abandoning sound process simply because a 14.0% drawdown feels uncomfortable. The goal is not predicting the next move, but building the decision-making discipline to navigate whatever the market delivers.
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