FTSE 250 Uptrend Replay (2010-08-25 to 2011-02-14)
Replay the FTSE 250's 15.7% climb from 10,135.9 to 11,723 across 150 authentic daily bars. You step through each session, tackle 11 decision points with 4 critical, and receive an AI coach review—all simulated and purely educational.
150 daily bars · 11 decision points · 2010-08 to 2011-03 · Stocks
Key facts
This window spans 213 days with a peak-to-trough drawdown of 5.8% and a 23.0% run-up.
- Max drawdown
- −5.8%
- Max run-up
- +23.0%
- Duration
- 213 days
- Largest single-day move
- +2.5%
- Bars
- 150 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.
Event Replay
What happened — and what it teaches
The FTSE 250, Britain's benchmark for mid-cap equities, entered August 2010 navigating the fragile aftermath of the global financial crisis. With quantitative easing still supporting markets and corporate earnings recovering, investors faced a pivotal question: could sustainable growth take hold without another setback? This replay spans 150 daily bars from August 3, 2010 to March 4, 2011, placing you in the role of an allocator weighing momentum against emerging risks.
Over those 150 trading sessions, the index climbed 15.7% from 10,135.9 to 11,723, reflecting a sustained uptrend. Yet the journey was far from linear—a maximum drawdown of 5.8% tested conviction, and the largest single-day move of 2.5% demanded composure during intraday swings. The scenario presents 11 decision points, 4 deemed critical, where your positioning choices determine how much of the advance you capture versus how much volatility you absorb.
This historical window sharpens decision-training across three dimensions. First, process: systematically defining entry and exit rules before each session prevents reactive improvisation. Second, risk management: the 5.8% drawdown illustrates how even trending markets extract their toll, making position sizing and stop discipline non-negotiable. Third, psychology: the 2.5% intraday spike reveals how fear and greed distort perception during volatility spikes. By replaying authentic bars without financial risk, you can observe your behavioral patterns, refine your framework, and build the emotional discipline that distinguishes sustained performers from episodic participants.