Commodity Shock · FTSE 100 Index (2011)
Replay 150 daily bars of FTSE 100 turbulence from 2010-12-02 to 2011-07-11, absorbing an 8.1% drawdown driven by Middle East energy upheaval. Walk through each decision point under simulated capital and receive AI coach feedback on your policy-era choices.
150 daily bars · 26 decision points · 2010-12 to 2011-07 · Stocks
Key facts
This window spans 221 days with a peak-to-trough drawdown of 8.1% and a 8.7% run-up.
- Max drawdown
- −8.1%
- Max run-up
- +8.7%
- Duration
- 221 days
- Largest single-day move
- +2.1%
- 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
The FTSE 100 entered December 2010 navigating a fragile post-crisis recovery while the Middle East descended into geopolitical turmoil that threatened global energy supplies. Investors faced the challenge of calibrating exposure to a market caught between economic recovery momentum and commodity supply risks. The policy era demanded careful assessment of how regional instability might reshape inflation expectations and central bank responses across Europe.
Between 2010-12-02 and 2011-07-11, 150 daily bars painted a picture of resilience obscured by turbulence. The index closed at 5929.2 from an opening of 5767.6—a net gain of 2.8%—yet this modest advance concealed an 8.1% maximum drawdown and intraday swings reaching 2.1%. Twenty-six decision points punctuated the period, nine of which represented critical junctures where positioning could have materially altered outcomes.
This replay sharpens decision-making under uncertainty, forcing participants to confront the gap between short-term price noise and underlying fundamentals. The experience tests both risk management discipline—knowing when volatility becomes structural rather than temporary—and psychological resilience, as favorable long-term results can mask poor process in the interim. Successful navigation required distinguishing geopolitical headlines from actionable market signals during the commodity shock era.