FTSE MIB Downtrend Replay (2007-02-19 to 2007-03-14)
Step into a real FTSE MIB correction spanning 2007-02-19 to 2007-03-14, where the index fell 3.2% over the broader 36-bar dataset. Replay each day, face seven decision points, and receive an AI coach review on your simulated capital choices.
36 daily bars · 7 decision points · 2007-02 to 2007-03 · Stocks
Key facts
This window spans 49 days with a peak-to-trough drawdown of 8.6% and a 6.4% run-up.
- Max drawdown
- −8.6%
- Max run-up
- +6.4%
- Duration
- 49 days
- Largest single-day move
- −2.9%
- Bars
- 36 Daily bars
- Decision points
- 7
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 early 2007, the FTSE MIB entered a pronounced correction phase that tested even seasoned European equity investors. This replay covers a 36-bar dataset spanning from early February to late March, placing participants directly in the market during a period when the Italian benchmark faced selling pressure amid broader concerns about global growth momentum and monetary policy direction. The stakes were clear: navigate the decline without suffering outsized losses while positioning for any eventual recovery.
The index closed at 42696 at the outset of the focused period and retreated to 41343 by its conclusion, representing a -3.2% cumulative decline. Participants encountered a maximum drawdown of 8.6% during the scenario, with the largest single-bar move reaching 2.9%. Seven decision points punctuated the replay, three of which were designated as critical junctures where positioning choices carried heightened consequence for portfolio performance.
This correction scenario sharpens several essential skills for market participants. The gap between the overall -3.2% loss and the 8.6% maximum drawdown underscores how volatility clusters and how quickly paper losses can expand before recovering. Facing the psychological challenge of maintaining discipline when drawdowns mount, participants learn to balance risk management with the temptation to exit prematurely. The presence of three critical decision points reinforces that outcome often hinges on a few pivotal moments, making preparation and process more valuable than prediction in navigating turbulent markets.