FTSE MIB Uptrend Replay (2004-03-22 to 2004-04-26)
Replay 52 authentic daily bars from Italy's FTSE MIB between 2004-03-02 and 2004-05-12, capturing a 6.9% max drawdown within a 4.2% net slide. Step through every session, face 9 decision points (3 critical), and receive an AI coach review, all on simulated capital.
52 daily bars · 9 decision points · 2004-03 to 2004-05 · Stocks
Key facts
This window spans 71 days with a peak-to-trough drawdown of 6.9% and a 7.9% run-up.
- Max drawdown
- −6.9%
- Max run-up
- +7.9%
- Duration
- 71 days
- Largest single-day move
- −2.4%
- Bars
- 52 Daily bars
- Decision points
- 9
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 the early months of 2004, Italy's FTSE MIB index presented traders with a demanding real-time challenge. The 52-session replay window from March 2 to May 12 placed participants at the helm of historical decision-making, navigating a market caught in a net downward drift of -4.2%. Nine distinct decision points punctuated this period—three of which rose to critical importance—testing participants' ability to read momentum, manage risk, and adapt under pressure. The question was not merely whether to hold or fold, but how to construct and execute a coherent strategy when every session carried weight.
The numbers tell a story of contained but persistent weakness. The index closed the replay period at 27,111, down from an opening of 28,290, reflecting the overall -4.2% decline. A maximum drawdown of 6.9% tested risk management discipline, with the largest single-bar move reaching 2.4%—enough to unsettle the unprepared. The decline unfolded not as a sudden collapse but as a grinding slide, punishing those who failed to respect volatility thresholds or adjust position sizing as conditions deteriorated.
This scenario strips away the luxury of hindsight and forces participants to confront ambiguity in real time. The modest overall percentage decline masks the psychological toll of a 6.9% trough-to-peak swing—losses that feel larger in live trading than on paper. Participants learn to distinguish between temporary fluctuations and genuine trend shifts, refine their understanding of drawdown tolerance, and practice calibrating position sizes against historical volatility norms. The core insight is that consistent process and disciplined risk management outperform directional prediction—a lesson transferable across markets and eras.
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