Default · FTSE 100 Index (2023)
Step into a 144-day FTSE 100 replay from 2022-11-04 to 2023-06-05, where an 8.5% drawdown tested investor resolve. You navigate 25 decision points, nine critical, receiving AI coach feedback as simulated capital reflects the era's policy-driven volatility.
144 daily bars · 25 decision points · 2022-11 to 2023-06 · Stocks
Key facts
This window spans 213 days with a peak-to-trough drawdown of 8.5% and a 9.8% run-up.
- Max drawdown
- −8.5%
- Max run-up
- +9.8%
- Duration
- 213 days
- Largest single-day move
- −3.8%
- 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 entered November 2022 navigating one of the most challenging policy environments since the post-pandemic recovery began. Central banks on both sides of the Atlantic were walking a tightrope between combating inflation and avoiding recession, creating an atmosphere of uncertainty that rippled through global equity markets. For traders and investors, this 144-day window presented a test of conviction, where the margin between prudent caution and missed opportunity was razor-thin.
What unfolded over this period was a study in measured resilience. The index closed the run at 7600, representing a 3.6% gain from the starting point of 7334.8. Yet this headline number concealed significant turbulence beneath the surface—an 8.5% maximum drawdown tested portfolio values, while the largest single-day swing of 3.8% demanded split-second risk calibration. The 25 decision points scattered across these months, nine of them critical junctures, forced participants to repeatedly reassess their positioning against an evolving macroeconomic backdrop.
The replay's true value lies in its emphasis on process over prediction. Navigating the 8.5% drawdown without succumbing to panic required disciplined position sizing and clear pre-defined exit triggers. The 3.8% single-bar moves stripped away the luxury of delayed reactions, teaching that in policy-driven volatility, the cost of indecision compounds as quickly as the market itself. Perhaps most importantly, the nine critical decision points revealed how psychological anchors—loss aversion, recency bias—can distort judgment precisely when markets demand clarity. This scenario trains participants to recognize these moments and act on methodology rather than emotion.