Collapse · FTSE 100 Index (2000)
Replay 144 daily bars of the FTSE 100 from December 1999 to July 2000, navigating a 13.5% drawdown as the dot-com unwind began. Step through 25 decision points in simulated capital only and receive an AI coach review after each trading day.
144 daily bars · 25 decision points · 1999-12 to 2000-07 · Stocks
Key facts
This window spans 211 days with a peak-to-trough drawdown of 13.5% and a 12.2% run-up.
- Max drawdown
- −13.5%
- Max run-up
- +12.2%
- Duration
- 211 days
- Largest single-day move
- −3.8%
- Bars
- 144 Daily bars
- Decision points
- 25
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
- Bubble · FTSE 100 Index (2000)1999 · Lv.1
- War · FTSE 100 Index (2001)2001 · Lv.2
- Crash · FTSE 100 Index (2001)2001 · Lv.2
- War · FTSE 100 Index (2003)2002 · Lv.2
- Pandemic · FTSE 100 Index (2003)2002 · Lv.2
- Boom · FTSE 100 Index (2003)2003 · Lv.2
Event Replay
What happened — and what it teaches
The FTSE 100 entered December 1999 at the tail end of one of the most sustained bull runs in its history. The index was trading around 6619.4, buoyed by the dot-com mania that had swept through global markets throughout the 1990s. Yet beneath the surface optimism, speculative excess was building. Replaying 144 daily bars from 1999-12-08 to 2000-07-06 captures the precise moment when investor sentiment began to crack. This was the opening chapter of the dot-com unwind, a period when the 1990s euphoria met the 2000s reality check.
The headline close masks a turbulent journey. From 6619.4 to 6419.6, the index surrendered -3.0% over the period, yet the real story lies in the path taken. A maximum drawdown of 13.5% tested portfolio resilience, while a largest single-bar move of 3.8% in a single session could wipe out weeks of careful position sizing. These figures underscore that directional outcome tells only part of the story; the volatility along the way demands attention equal to the destination.
This replay offers 25 decision points, 9 deemed critical, each followed by AI coach review. The educational value lies not in predicting direction but in mastering process under pressure. Participants learn to size positions respecting drawdown realities, avoid compounding losses through emotional exits, and recognize that surviving a -3.0% decline with discipline matters more than the terminal number. Simulated capital removes profit pressure, letting traders confront risk and psychology without financial consequence.