Crash · FTSE 100 Index (2001)
Replay the FTSE 100 Index across a 144-day window ending November 26, 2001, capturing a 25.8% peak-to-trough drawdown and a 5.7% single-day shock. You step through each trading day, weigh nine critical policy-driven decision points, and receive an AI coach review of your simulated choices.
144 daily bars · 25 decision points · 2001-05 to 2001-11 · Stocks
Key facts
This window spans 206 days with a peak-to-trough drawdown of 25.8% and a 20.6% run-up.
- Max drawdown
- −25.8%
- Max run-up
- +20.6%
- Duration
- 206 days
- Largest single-day move
- −5.7%
- 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.
Event Replay
What happened — and what it teaches
The FTSE 100 Index in May 2001 stood at 5870.3 points, representing the heart of the 2000s decade. As the UK benchmark entered a turbulent six-month window through November 2001, it faced a market environment shaped by post-dotcom volatility, corporate governance scandals, and mounting geopolitical uncertainty. The era was marked by policy uncertainty and structural recalibration, making each trading session a test of risk assessment and conviction.
From May 4 to November 26, 2001, the index fell to 5302.5, representing a net decline of 9.7%. However, the true story lies in the journey: the market endured a maximum drawdown of 25.8% from peak to trough, punctuated by a single-day shock of 5.7%. Across 144 daily bars, traders navigated 25 decision points, with 9 deemed critical moments that could have fundamentally altered portfolio outcomes. The period demonstrated how headline risk can compound into sustained directional pressure.
This replay sharpens decision-making through exposure to a compressed crisis environment. Participants learn to manage position sizing when drawdown exceeds initial expectations, maintain disciplined risk frameworks during extended volatility, and recognize how policy shifts can rapidly reshape market fundamentals. The simulation's structure—evaluating 25 decision points across nine critical junctures—builds the muscle memory needed to act decisively under psychological pressure without emotional compromise.