Policy · FTSE 100 Index (2009)
Replay the FTSE 100 Index from November 2008 to June 2009 across 144 daily bars, navigating a 24.3% drawdown and a 9.8% single-day swing. You will make policy-driven decisions at 25 checkpoints, with nine marked critical, and receive an AI coach review of each call in a simulated environment.
144 daily bars · 25 decision points · 2008-11 to 2009-06 · Stocks
Key facts
This window spans 210 days with a peak-to-trough drawdown of 24.3% and a 28.3% run-up.
- Max drawdown
- −24.3%
- Max run-up
- +28.3%
- Duration
- 210 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 enters this replay in November 2008 at the height of the global financial crisis. Central banks were navigating unprecedented territory, and the Bank of England was on the verge of launching its first quantitative easing programme. For participants, the stakes were clear: understanding how monetary policy shifts move markets when conventional tools have been exhausted.
Over 144 trading days through June 2009, the index rose from 4246.7 to 4404.8, a gain of 3.7%. That modest headline number conceals a turbulent journey. Investors weathered a maximum drawdown of 24.3% and confronted a single-day swing of 9.8%—the kind of move that tests conviction. The period demanded constant recalibration as policymakers communicated shifting intentions.
This replay sharpens decision-making under uncertainty. You face 25 checkpoints, nine critical, where policy direction must be assessed against market reaction. The lesson is not about predicting outcomes but about building a repeatable process: calibrating risk sizing to volatility, resisting recency bias after large moves, and maintaining discipline when fundamentals and price action diverge. AI coach reviews strip away hindsight to focus on the quality of each call in the moment.