Crisis · FTSE 100 Index (2007)
Between May 29 and December 17, 2007, the FTSE 100 slid -5.0% into a 13.0% drawdown as the credit crisis broke. Step into the historic tape, navigate 25 decision points, and receive an AI coach review after each simulated close.
144 daily bars · 25 decision points · 2007-05 to 2007-12 · Stocks
Key facts
This window spans 202 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
- 202 days
- Largest single-day move
- −4.1%
- 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
Between May and December 2007, the FTSE 100 navigated one of the most treacherous periods in modern market history. Beginning May 29th at 6606.5, the index faced a summer shadowed by growing credit stress—most famously the run on Northern Rock in September—that would cascade into a full-blown systemic crisis. This was the opening chapter of what would become the Global Financial Crisis, and participants stepping into this replay confronted 25 decision points across 144 daily bars, with 9 classified as critical junctions demanding decisive action under uncertainty.
The headline number tells only part of the story. By December 17th, the FTSE 100 closed at 6277.8, a modest -5.0% decline. Yet this figure conceals a far more volatile journey: the index experienced a maximum drawdown of 13.0%, and individual sessions saw moves as large as 4.1%. These numbers capture the essence of crisis periods—total return metrics often flatter relative to the psychological turbulence experienced by anyone actively managing positions through the drawdown. The gap between reported loss and felt pain is where most participants falter.
For decision training, this scenario distills several essential lessons. First, process discipline: navigating 9 critical decision points without emotional capitulation requires rules, not reactions. Second, risk calibration: a 13.0% drawdown tests whether position sizing and leverage assumptions remain viable under stress. Third, psychological resilience: the largest single-bar moves often arrive without warning, and staying the course demands pre-defined responses rather than improvised ones. This replay does not predict outcomes—it equips participants to face the inevitable next crisis with sharper instincts and sounder frameworks.