FTSE 250 Uptrend Replay (2016-11-04 to 2018-01-05)
Replay 150 daily bars of the FTSE 250 from February to September 2017, a stretch where the index climbed 3.8% while enduring a 4.0% drawdown. Step through the timeline, tackle eleven decision points, and receive an AI coach review, simulated for learning only.
150 daily bars · 11 decision points · 2017-02 to 2017-09 · Stocks
Key facts
This window spans 216 days with a peak-to-trough drawdown of 4.0% and a 7.7% run-up.
- Max drawdown
- −4.0%
- Max run-up
- +7.7%
- Duration
- 216 days
- Largest single-day move
- −2.1%
- 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, London's benchmark for mid-cap stocks, entered February 2017 with investors navigating a post-Brexit landscape that was proving more resilient than many had anticipated. The 150-bar window from February 17 to September 21, 2017 represented a period where the index tested investor conviction amid shifting sentiment across European equities. This replay places participants in the role of managing positions through a market characterized by gradual appreciation punctuated by intermittent volatility, requiring continuous assessment of risk versus reward in an environment where directional conviction was being constantly reassessed.
Over the course of 150 trading days, the index advanced from 18707.5 to 19418.3, translating to a net gain of 3.8%. However, this seemingly modest return was accompanied by a maximum drawdown of 4.0%, indicating that interim losses exceeded the final gain at various points. The most dramatic single session saw a move of 2.1%, underscoring how concentrated volatility events can dramatically impact risk management within an otherwise trending market. Participants faced 11 decision points throughout this period, with 4 deemed critical to the outcome.
This replay emphasizes several core competencies for market participants: the discipline required to maintain conviction through periods of temporary underperformance, the importance of sizing positions appropriately to withstand drawdowns without triggering premature exits, and the psychological challenge of distinguishing between noise-driven fluctuations and genuine trend deterioration. The interplay between the 3.8% net gain and the 4.0% maximum drawdown illustrates why focusing solely on final returns can mask the emotional fortitude demanded by the intermediate journey. By confronting these dynamics in simulated conditions, participants can develop more robust frameworks for managing positions when similar circumstances arise in live markets.