Bubble · FTSE 100 Index (2006)
Replay 150 days of FTSE 100 trading from 2006-01-23 to 2006-08-24 and watch the index grind from 5660.9 to 5869.1. Step through daily bars, face 26 decision points with AI coach review, and learn how policy headlines shaped a commodity-driven bubble in simulated markets.
150 daily bars · 26 decision points · 2006-01 to 2006-08 · Stocks
Key facts
This window spans 213 days with a peak-to-trough drawdown of 10.2% and a 8.9% run-up.
- Max drawdown
- −10.2%
- Max run-up
- +8.9%
- Duration
- 213 days
- Largest single-day move
- −2.9%
- Bars
- 150 Daily bars
- Decision points
- 26
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 early 2006, the FTSE 100 Index found itself caught in the crosscurrents of a commodity super-cycle. The data span from 2006-01-23 to 2006-08-24 captures 150 daily bars of a market where policy headlines and raw material prices were tightly intertwined. Participants enter a landscape defined by resource-sector dominance and the delicate balance between overheating fears and growth optimism.
Stepping through the replay, the index closed at 5869.1, a modest 3.7% advance from 5660.9 over the period. Yet the journey was far from tranquil: the maximum drawdown reached 10.2%, and the largest single-bar move hit 2.9%, reminding traders that direction alone does not capture risk. With 26 decision points and 9 critical ones embedded across the 150 daily bars, the scenario demands disciplined process rather than simple directional bets.
This replay excels as a decision-training exercise precisely because the numbers tell a story of deceptive calm. The 3.7% net gain could mislead a momentum-focused trader, while the 10.2% drawdown tests risk management instincts. Participants learn to separate outcome from process, to question whether a 2.9% single-day swing signals opportunity or structural change, and to recognize that policy-driven bubbles demand psychological resilience alongside analytical rigor.
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