Pandemic · FTSE 100 Index (2003)
Replay 144 days of FTSE 100 trading through a SARS-driven 18.0% drawdown, from December 2002 to July 2003. Step into 25 decision points, navigate critical volatility moments, and receive an AI coach review of your simulated choices.
144 daily bars · 25 decision points · 2002-12 to 2003-07 · Stocks
Key facts
This window spans 210 days with a peak-to-trough drawdown of 18.0% and a 28.0% run-up.
- Max drawdown
- −18.0%
- Max run-up
- +28.0%
- Duration
- 210 days
- Largest single-day move
- +6.1%
- 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
In late 2002, the FTSE 100 Index embarked on a journey through one of the most uncertain periods in early 21st century markets. As SARS emerged as a growing global health concern, investors faced unprecedented questions about economic impact and consumer behavior. The window from December 2002 to July 2003 compressed 144 trading days of evolving sentiment, where the interplay between public health news and market psychology created a complex environment for decision-making. What was at stake extended beyond portfolio returns—it was a test of how well traders could process ambiguous information under mounting pressure.
The headline outcome appears benign: the index rose from 3933.9 to 4074.8, a gain of 3.6% over the full period. Yet this figure obscures extraordinary turbulence beneath the surface. The maximum drawdown reached 18.0%, meaning peak-to-trough losses wiped out nearly a fifth of portfolio values at the worst point. The largest single-bar move of 6.1% in a single session captured moments when fear or optimism dominated trading behavior. Navigating these swings required not just conviction but the discipline to avoid compounding losses through reactive decisions.
This replay offers a laboratory for training decision processes under stress. With 25 decision points—9 deemed critical—participants confront the same information sequencing that shaped real market behavior. The lesson centers on risk management as a process rather than a prediction: surviving an 18.0% drawdown and capturing the eventual 3.6% gain depends on maintaining composure when headlines scream catastrophe. The gap between maximum drawdown and final return illustrates that temporary losses need not become permanent ones, provided decisions remain grounded in systematic analysis rather than emotional reaction.