Collapse · FTSE 100 Index (2007)
Replay 150 turbulent daily bars of the FTSE 100 spanning April to November 2007, as the index slipped from 6397.3 to 6385.1. Step through 26 decision points in simulated capital and receive an AI coach review of your historical choices.
150 daily bars · 26 decision points · 2007-04 to 2007-11 · Stocks
Key facts
This window spans 216 days with a peak-to-trough drawdown of 13.0% and a 14.9% run-up.
- Max drawdown
- −13.0%
- Max run-up
- +14.9%
- Duration
- 216 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.
Event Replay
What happened — and what it teaches
In spring 2007, the FTSE 100 Index stood near 6397.3, an elevated level that concealed mounting tensions in credit markets. The data span covering 2007-04-05 to 2007-11-07 captures 150 daily bars as the first tremors of what would become the global financial crisis began to surface. Subprime mortgage stress was spreading through the financial system, and investors faced an environment where the prevailing calm masked an approaching storm.
The Index ultimately closed at 6385.1, a decline of just 0.2%, yet this seemingly modest endpoint obscures a turbulent journey. During the period, the market experienced a maximum drawdown of 13.0% and its largest single-bar move reached 4.1%. With 26 decision points embedded across the timeline, including 9 critical moments, participants were tested by sudden shifts between false stability and sharp deterioration.
This replay emphasizes how seemingly stable markets can harbor significant hidden risk. The gap between the modest net decline and the 13.0% maximum drawdown teaches the importance of measuring volatility beyond simple endpoint analysis. Navigating 26 decision points with 9 marked as critical sharpens the discipline of sticking to process when sentiment swings sharply. Participants learn that psychological resilience, rather than predicting direction, determines performance when the market's true character remains concealed until volatility erupts.