Regulation · FTSE 100 Index (2009)
Replay 150 daily bars of the FTSE 100 from April 22 to November 20, 2009, as the index climbed 30.3% from 4030.7 to 5251.4. Step through each session, face 9 critical decision points, and receive AI coach feedback in this simulated policy-shock training environment.
150 daily bars · 26 decision points · 2009-04 to 2009-11 · Stocks
Key facts
This window spans 212 days with a peak-to-trough drawdown of 8.4% and a 34.0% run-up.
- Max drawdown
- −8.4%
- Max run-up
- +34.0%
- Duration
- 212 days
- Largest single-day move
- +3.4%
- 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 April 2009, the FTSE 100 stood at the crossroads of post-crisis recovery. The financial sector was undergoing fundamental restructuring as regulators reshaped banking oversight, while markets attempted to price in the new regulatory landscape. This 150-bar replay spanning from 2009-04-22 to 2009-11-20 places you in the heart of a market learning to function under transformed conditions, where policy uncertainty coexisted with emerging signs of stabilization.
The index climbed 30.3% over this period, rising from 4030.7 to 5251.4. Yet the journey was far from smooth. A maximum drawdown of 8.4% tested conviction, and the largest single-bar move of 3.4% reminded participants that volatility persists even in recovery trends. Across the 26 decision points embedded in this replay, 9 critical junctures demanded the sharpest judgment, each reflecting moments when regulatory developments or market reactions could have shifted outcomes significantly.
This scenario sharpens the ability to act under regulatory uncertainty, where policy signals often move markets more than earnings data. The 8.4% drawdown teaches position sizing discipline, while the 3.4% single-bar spikes underscore the importance of not over-reacting to individual sessions. Perhaps most valuable is the psychological training: maintaining analytical clarity when headlines oscillate between crisis narrative and recovery optimism. Decision training here focuses on process consistency rather than outcome chasing, recognizing that even well-reasoned choices face market noise.