FTSE 250 Uptrend Replay (2011-10-04 to 2011-10-28)
Replay the FTSE 250's turbulent 38-day stretch from September to November 2011, when the index slipped 1.2% despite wild swings. Walk through each session, tackle 7 decision points, and receive AI coach feedback on your simulated choices.
38 daily bars · 7 decision points · 2011-09 to 2011-11 · Stocks
Key facts
This window spans 51 days with a peak-to-trough drawdown of 8.6% and a 14.3% run-up.
- Max drawdown
- −8.6%
- Max run-up
- +14.3%
- Duration
- 51 days
- Largest single-day move
- −3.7%
- 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.
Related scenarios
- FTSE 250 Uptrend Replay (2011-03-16 to 2011-05-31)2011 · Lv.1
- FTSE 250 Uptrend Replay (2010-07-01 to 2010-08-09)2010 · Lv.1
- FTSE 250 Uptrend Replay (2010-02-08 to 2010-04-26)2009 · Lv.2
- FTSE 250 Uptrend Replay (2009-11-26 to 2010-01-11)2009 · Lv.2
- FTSE 250 Uptrend Replay (2010-05-25 to 2010-06-21)2010 · Lv.3
- FTSE 250 Uptrend Replay (2016-02-11 to 2016-05-25)2015 · Lv.1
Event Replay
What happened — and what it teaches
By autumn 2011, the FTSE 250 was navigating one of its most turbulent stretches of the decade. The European sovereign debt crisis cast a long shadow across global markets, and the index faced an environment where sentiment could reverse sharply from one session to the next. This 38-day replay window from late September to mid-November captures that volatility firsthand, placing traders inside decision moments as they unfolded.
The data reveals a market defined more by turbulence than by direction. Despite multiple intraday rallies, the close settled at 10187.4 from an opening near 10308.6, translating to a net decline of -1.2% over the period. The maximum drawdown reached 8.6%, testing the resolve of even seasoned participants. Most striking, the largest single-bar move hit 3.7%, illustrating how individual sessions could overwhelm positions sized without volatility in mind.
This replay excels as a laboratory for process and psychology. Participants confront seven decision points—three flagged as critical—with no knowledge of what follows. The 8.6% drawdown reminds us that surviving volatility matters as much as capturing direction. Sizing positions to endure 3.7% swings without forced exits becomes the practical test. The goal is not to predict outcomes but to build the habits that keep traders composed when markets swing wildly around them.