FTSE 250 Uptrend Replay (2018-12-27 to 2019-04-24)
Replay the FTSE 250's steady climb across 150 daily bars with only a 1.1% net rise and an 11.3% drawdown. Step through each decision point day-by-day, face 4 critical junctures, and receive an AI coach review of your simulated choices.
150 daily bars · 11 decision points · 2018-11 to 2019-06 · Stocks
Key facts
This window spans 218 days with a peak-to-trough drawdown of 11.3% and a 17.0% run-up.
- Max drawdown
- −11.3%
- Max run-up
- +17.0%
- Duration
- 218 days
- Largest single-day move
- −2.8%
- 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.
Related scenarios
- FTSE 250 Uptrend Replay (2019-08-15 to 2019-09-13)2019 · Lv.1
- FTSE 250 Uptrend Replay (2016-02-11 to 2016-05-25)2015 · Lv.1
- FTSE 250 Uptrend Replay (2020-09-24 to 2020-10-12)2020 · Lv.1
- FTSE 250 Uptrend Replay (2020-05-14 to 2020-06-05)2020 · Lv.2
- FTSE 250 Uptrend Replay (2022-12-20 to 2023-02-02)2022 · Lv.1
- FTSE 250 Uptrend Replay (2022-07-05 to 2022-08-15)2022 · Lv.2
Event Replay
What happened — and what it teaches
The FTSE 250 index navigated a challenging recovery phase from late December 2018 through late April 2019, a period that tested investor conviction after a sharp selloff. Over the 150 daily bars in this replay, traders faced 11 decision points including 4 critical junctures where positioning could dramatically alter outcomes. The stakes were high: staying invested risked further drawdowns while exiting risked missing the rebound.
The headline numbers reveal a market that made gradual progress despite significant turbulence. The index advanced from 19043.7 to 19250.1, delivering a net gain of just 1.1%. Yet this modest return concealed an 11.3% maximum drawdown and a largest single-bar move of 2.8%, meaning participants endured substantial interim losses and sharp intraday swings simply to finish slightly higher. The journey was far more volatile than the destination.
This scenario excels as a training ground for managing the psychological toll of low-reward, high-volatility environments. Participants learn that process discipline matters more than outcome certainty, that drawdowns are inevitable in any multi-month trend, and that 1.1% net gains can require withstanding 11.3% temporary losses. The 4 critical decision points train investors to act decisively when probabilities shift, while the overall modest return teaches that patience and position management often outperform aggressive trading in grinding markets.