Commodity Shock · FTSE 100 Index (2008)
Replay the FTSE 100 from August 2008 as it slides 35.2% over 144 trading days. Step through each session, face 25 decision points, and receive an AI coach review of your simulated choices under historic commodity-shock conditions.
144 daily bars · 25 decision points · 2008-08 to 2009-03 · Stocks
Key facts
This window spans 205 days with a peak-to-trough drawdown of 37.7% and a 22.7% run-up.
- Max drawdown
- −37.7%
- Max run-up
- +22.7%
- Duration
- 205 days
- Largest single-day move
- +9.8%
- 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
The FTSE 100 index in August 2008 represented a market at a critical inflection point. European equities had enjoyed years of relative stability, but the landscape was shifting rapidly. Commodity prices were collapsing, credit markets were tightening, and policymakers were scrambling to respond to emerging cracks in the global financial system. For market participants during this period, understanding the interplay between policy decisions and market dynamics was essential to navigating what would become one of the most volatile periods in modern financial history.
From August 13, 2008 to March 6, 2009, the FTSE 100 fell from 5448.6 to 3530.7, a decline of 35.2%. The journey was anything but smooth—maximum drawdown reached 37.7% while the largest single-bar move hit 9.8%. Across 144 trading sessions, participants confronted 25 decision points, with 9 deemed critical to outcomes. This was not a gradual erosion but a series of sharp reversals that punished overconfidence and rewarded disciplined risk management.
This replay teaches that commodity-driven shocks propagate rapidly through interconnected markets, requiring participants to think in systems rather than isolated assets. The extreme volatility—with single sessions moving 9.8%—demonstrates why position sizing and drawdown limits matter more than directional conviction. Psychologically, the scenario exposes how loss aversion and recency bias distort judgment during sustained declines. The value lies not in predicting reversals but in building decision processes robust enough to function under 37.7% drawdowns without abandoning sound risk principles.