Default · FTSE 100 Index (2010)
Greek debt-default fears drove the FTSE 100 from 5538.1 down to a 17.5% drawdown over 144 trading days in 2010. Replay each session step by step, tackle 25 decision points, and receive AI coach feedback in this simulated training environment.
144 daily bars · 25 decision points · 2010-01 to 2010-08 · Stocks
Key facts
This window spans 205 days with a peak-to-trough drawdown of 17.5% and a 15.1% run-up.
- Max drawdown
- −17.5%
- Max run-up
- +15.1%
- Duration
- 205 days
- Largest single-day move
- +5.2%
- 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 entered January 2010 as a market accustomed to modest swings, yet an unprecedented sovereign debt crisis was about to reshape investor sentiment across Europe. Greece's mounting fiscal deficit sparked fears of default, triggering a wave of risk aversion that swept through global equity markets. For traders and investors, the stakes were clear: navigating a period where economic fundamentals clashed with panic-driven selling, and where the line between measured response and reactive decision-making would determine outcomes.
Between January 11 and August 4, 2010, the FTSE 100 fell from 5538.1 to 5386.2, a modest net decline of -2.7%. Yet that headline figure concealed violent intraday turbulence, with the largest single-bar move reaching 5.2%. Over 144 trading days, the index endured a maximum drawdown of 17.5%, as European policymakers scrambled to contain contagion fears. Across this span, traders faced 25 decision points—9 of them critical moments demanding swift judgment under uncertainty.
This replay distills the 2010 European debt crisis into a decision-training laboratory. Participants must practice calibrating position sizing against known volatility regimes, resisting the psychological trap of recency bias when headlines turn dire. The scenario emphasizes process over prediction: with a 5.2% single-day swing as the benchmark, emotional discipline becomes as vital as directional conviction. Navigating 25 judgment calls—including 9 critical junctures—trains the muscle memory needed when markets next test conviction with sudden, sharp moves.
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