FTSE 250 Uptrend Replay (2010-05-25 to 2010-06-21)
Replay 38 days of FTSE 250 action spanning a 7.0% slide from 9,976.9 to 9,276.4 and an 11.1% drawdown. Step through each daily bar, tackle seven decision points, and receive an AI coach review of your simulated choices.
38 daily bars · 7 decision points · 2010-05 to 2010-07 · Stocks
Key facts
This window spans 52 days with a peak-to-trough drawdown of 11.1% and a 8.8% run-up.
- Max drawdown
- −11.1%
- Max run-up
- +8.8%
- Duration
- 52 days
- Largest single-day move
- −3.2%
- Bars
- 38 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 the spring of 2010, the FTSE 250 stood as a benchmark for mid-cap UK equities, offering exposure to domestically focused businesses less tethered to global currency swings than their large-cap counterparts. The replay spans 38 daily bars from May 11 to July 2, 2010, covering a period when European sovereign debt anxieties were building and global risk appetite was under pressure. Seven decision points are embedded in the timeline, three flagged as critical junctures where positioning choices carried heightened consequence.
The index retreated from 9,976.9 to 9,276.4, a decline of 7.0%, while experiencing a maximum drawdown of 11.1% from peak to trough. The largest single session swing reached 3.2%, underscoring that even measured in percentage terms, individual days could deliver sharp intraday reversals. Participants navigating this replay confronted a sustained gravitational pull lower, with intermittent counter-moves that tested resolve and risk discipline.
This replay sharpens the ability to distinguish between short-term noise and structural shift. The 11.1% drawdown reminds practitioners that even a moderate-seeming decline can exceed initial expectations if stops are not systematically enforced. Managing position size becomes paramount when facing consecutive down days and the psychological weight of watching unrealized losses expand. The scenario cultivates emotional equilibrium—neither prematurely capitulating nor irrationally doubling down—while reinforcing that process fidelity outweighs outcome prediction in the learning environment.
Featured in the archive