FTSE 250 Uptrend Replay (2011-12-14 to 2012-03-16)
Replay the FTSE 250 climb from 10,773.1 to 11,483.3 across 130 historical daily bars, navigating 11 decision points in a simulated environment. Step into each session, make your calls, and receive an AI coach review of your risk choices.
130 daily bars · 11 decision points · 2011-10 to 2012-05 · Stocks
Key facts
This window spans 188 days with a peak-to-trough drawdown of 11.2% and a 23.2% run-up.
- Max drawdown
- −11.2%
- Max run-up
- +23.2%
- Duration
- 188 days
- Largest single-day move
- −3.0%
- Bars
- 130 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 (2012-06-01 to 2013-05-22)2012 · Lv.3
- FTSE 250 Uptrend Replay (2010-08-25 to 2011-02-14)2010 · Lv.3
- FTSE 250 Uptrend Replay (2013-06-24 to 2014-02-28)2013 · Lv.2
- FTSE 250 Uptrend Replay (2009-06-22 to 2009-10-19)2009 · Lv.3
- FTSE 250 Uptrend Replay (2009-03-09 to 2009-05-06)2009 · Lv.4
- FTSE 250 Uptrend Replay (2014-10-15 to 2015-06-03)2014 · Lv.3
Event Replay
What happened — and what it teaches
The FTSE 250 entered a sustained climb from late 2011 through early 2012, a period when European markets were still digesting sovereign debt concerns while attempting a broader recovery. This replay places you in the thick of 130 daily bars across that uncertain era, confronting 11 decision points—four of them critical junctures—where directional conviction and risk discipline were constantly tested. The stakes were clear: navigate the volatility without capitulating to fear or greed, and emerge with a defensible process.
What unfolded over this data span was a 6.6% advance from 10,773.1 to 11,483.3, yet the journey was far from straight. The market experienced an 11.2% maximum drawdown and a largest single-bar move of 3.0%, meaning participants who entered blindly would have faced punishing intra-swing losses despite the net positive outcome. The trajectory teaches that raw direction is never sufficient—timing, position sizing, and emotional resilience during drawdowns determine whether a viable thesis actually translates into a survivable outcome.
For decision training, this episode sharpens three competencies. First, process fidelity: sticking to entry and exit rules when positions turn against you. Second, risk calibration: understanding that a 11.2% drawdown on a 6.6% gain requires either wider drawdown tolerance or smaller exposure. Third, psychological management: resisting the impulse to exit at the bottom of a swing that ultimately reverses. Mastering these tensions is what separates disciplined replay practice from passive observation.