Bubble · FTSE 100 Index (2015)
The FTSE 100 slid 11.0% over 150 trading days from February to September 2015, capped by a 17.0% drawdown. Replay each session, tackle 26 decision points, and receive an AI coach review in this simulated, educational walk-through.
150 daily bars · 26 decision points · 2015-02 to 2015-09 · Stocks
Key facts
This window spans 214 days with a peak-to-trough drawdown of 17.0% and a 6.0% run-up.
- Max drawdown
- −17.0%
- Max run-up
- +6.0%
- Duration
- 214 days
- Largest single-day move
- −4.7%
- 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 in early 2015 tracked one of the world's most closely watched equity markets, representing the 100 largest companies on the London Stock Exchange. From February 16 to September 18, 2015, spanning 150 trading days, the index found itself at a crossroads as monetary policy divergence between major central banks created cross-currents of uncertainty. Investors entering this period faced the delicate task of navigating a market where optimism about post-crisis recovery collided with growing concerns about global growth fragility, making every policy signal a potential catalyst for significant price action.
Over the course of these 150 trading days, the index fell from 6857.1 to 6104.1, representing a decline of -11.0%. The journey proved even more turbulent than the headline figure suggests, with the market experiencing a maximum drawdown of 17.0% from peak to trough. The most volatile session saw a single-bar move of 4.7%, illustrating how quickly sentiment could shift in either direction during periods of policy uncertainty. The 26 decision points embedded throughout this replay, including 9 critical junctures, tested participants' ability to respond to evolving conditions rather than clinging to initial assumptions.
This scenario distills essential lessons in risk process and investor psychology. Participants learn that headline returns often mask the psychological toll of drawdowns, as a 17.0% decline feels vastly different from a smooth -11.0% slide. The critical decision points reveal how commitment to a disciplined process matters more than predicting direction, while the 4.7% single-day moves underscore the importance of position sizing that survives adverse volatility. For decision-training purposes, the episode demonstrates that managing uncertainty requires separating the controllable—position size, risk limits, response protocols—from the uncontrollable, namely market direction and timing.