FTSE 250 Downtrend Replay (2015-06-03 to 2015-08-24)
Replay an 11.2% drawdown in the FTSE 250 across 118 daily bars from April to October 2015. You step through each session, face 4 critical decision points, and receive an AI coach review of your simulated trades.
118 daily bars · 11 decision points · 2015-04 to 2015-10 · Stocks
Key facts
This window spans 168 days with a peak-to-trough drawdown of 11.2% and a 5.8% run-up.
- Max drawdown
- −11.2%
- Max run-up
- +5.8%
- Duration
- 168 days
- Largest single-day move
- −3.9%
- Bars
- 118 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 entered 2015 as a major barometer of UK mid-cap health, commanding significant portfolio weight for investors exposed to domestic economic cycles. This replay captures a genuine correction phase, placing traders within 118 daily bars spanning April to October 2015—before, during, and after the downturn. Participants confront realistic pressure: positions moved against them, volatility spiked, and the index carved out an 11.2% trough before stabilizing. The period tested conviction and risk discipline simultaneously.
The closing level fell from 17603.5 to 17110.3, a net decline of -2.8%, yet the journey proved far more turbulent than the headline number suggests. The maximum drawdown of 11.2% and a largest single-bar move of 3.9% reflect genuine intraday shocks that would have challenged stop-loss discipline and position sizing. Across the 118-session span, traders faced 11 decision points, with 4 flagged as critical—moments where directional bias, hedging, or capital preservation decisions carried outsized consequences for end-session performance.
This scenario sharpens decision-making through exposure to the psychological strain of drawdowns without the benefit of hindsight. The -2.8% net loss masked underlying volatility, requiring traders to distinguish between temporary dislocations and structural breaks. Eleven decision points across 118 bars creates deliberate friction, compelling participants to act with conviction or inaction, each choice carrying risk-adjusted weight. The critical nodes test whether traders can maintain discipline when positions move adversely and uncertainty peaks.