Bubble · FTSE 100 Index (2007)
The FTSE 100 rose from 6218.4 in January 2007, peaking before a 13.0% drawdown exposed the credit bubble's fragility. Replay 150 authentic daily bars, navigate 26 decision points including 9 critical junctures, and receive AI coach feedback on your simulated choices.
150 daily bars · 26 decision points · 2007-01 to 2007-08 · Stocks
Key facts
This window spans 213 days with a peak-to-trough drawdown of 13.0% and a 12.2% run-up.
- Max drawdown
- −13.0%
- Max run-up
- +12.2%
- Duration
- 213 days
- Largest single-day move
- −4.1%
- 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.
Related scenarios
- Collapse · FTSE 100 Index (2007)2007 · Lv.1
- Crisis · FTSE 100 Index (2007)2007 · Lv.1
- Inflation · FTSE 100 Index (2008)2008 · Lv.2
- Bubble · FTSE 100 Index (2006)2006 · Lv.1
- Policy · FTSE 100 Index (2009)2008 · Lv.2
- Commodity Shock · FTSE 100 Index (2008)2008 · Lv.4
Event Replay
What happened — and what it teaches
The first half of 2007 presented FTSE 100 investors with one of the last chapters of the credit expansion era. Against a backdrop of abundant liquidity and easy lending, the index traced a deceptive path upward before the fragility of this prosperity began to surface. For participants in this replay, the task was to navigate a market that appeared stable on the surface while underlying vulnerabilities accumulated beneath it.
The close moved from 6218.4 to 6196.9, a marginal decline of just -0.3%, yet this understates the turbulence. A maximum drawdown of 13.0% tested portfolio endurance, while the largest single-bar move of 4.1% reminded participants how quickly sentiment could shift. Across 150 trading days, 26 decision points presented themselves, nine of which became critical junctures demanding clear strategic thinking rather than reactive impulse.
This replay teaches that stable-looking markets can harbor significant risk. The process of decision-making under these conditions exposes both analytical gaps and psychological blind spots. Managing drawdowns, resisting the pull of apparent stability, and maintaining discipline through volatile swings form the core curriculum. Participants learn that survival in bubble-adjacent environments depends less on predicting tops and bottoms than on maintaining sound process when certainty is scarce.