FTSE 250 Uptrend Replay (2011-03-16 to 2011-05-31)
Replay 100 days of the FTSE 250 from February 8 to July 4, 2011, capturing a modest 2.3% climb amid a 6.8% drawdown. Work through 11 decision points, including 4 critical ones, with daily replays and AI coach feedback in a simulated training environment.
100 daily bars · 11 decision points · 2011-02 to 2011-07 · Stocks
Key facts
This window spans 146 days with a peak-to-trough drawdown of 6.8% and a 9.7% run-up.
- Max drawdown
- −6.8%
- Max run-up
- +9.7%
- Duration
- 146 days
- Largest single-day move
- +1.8%
- Bars
- 100 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 in early 2011 occupied a difficult position: post-financial-crisis recovery was underway, yet European sovereign debt concerns loomed large over the continent. The mid-cap index, more domestically focused than the FTSE 100, often moves as a barometer of UK economic sentiment. For traders and analysts replaying this period, the central question was whether confidence would sustain or falter under mounting uncertainty.
From February 8 to July 4, 2011, the index traded through 100 daily bars, ultimately delivering a modest 2.3% gain—closing at 12102.3 from 11830.5. Beneath that gentle climb lay considerably rougher terrain: a maximum drawdown of 6.8% tested investor conviction at various points, while the largest single-bar move of 1.8% underscored moments of sudden sentiment shift. Across the replay, participants faced 11 decision points, of which 4 were deemed critical junctures where directional bias or risk posture had outsized consequence.
This replay ultimately teaches that sideways markets demand as much skill as trending ones. Process discipline—maintaining risk parameters regardless of directionless price action—proves as vital as pattern recognition. The psychological dimension emerges clearly: tolerating a 6.8% drawdown while the ultimate gain remains minimal challenges emotional composure. Successful navigation here requires distinguishing between noise and signal, adhering to systematic decision frameworks, and accepting that modest outcomes can coexist with significant interim volatility. Decision training in such environments sharpens the ability to preserve capital and preserve clarity when markets offer no easy narrative.