UK National (BIS) Historical Replay: 1975-07 to 1982-10
Replay 30 monthly UK property bars spanning 1975-07 to 1982-10, navigating a 12.6% peak drawdown. Make decisions across six authentic points, receive an AI coach review, and learn in a fully simulated environment.
30 monthly bars · 6 decision points · 1975-07 to 1982-10 · Property
Key facts
Peak-to-trough drawdown of 12.6% with a 35.5% run-up.
- Max drawdown
- −12.6%
- Max run-up
- +35.5%
- Largest single-month move
- +6.0%
- Bars
- 30 Monthly bars
- Decision points
- 6
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 UK national property market between 1975 and 1982 unfolded against a backdrop of economic turbulence, high inflation, and structural transformation in Britain. This 30-month replay captures a market navigating the aftershocks of the oil crisis while facing shifting monetary policy and political uncertainty. Participants enter an environment where modest expectations and careful risk calibration were essential to survival.
From July 1975 to October 1982, the market closed at 28.48 and rose to 30.36, delivering a total return of 6.6%. Yet this headline figure obscures a far more turbulent journey. The market endured a peak drawdown of 12.6%, and individual monthly moves reached as large as 6.0%. Six decision points punctuated this period, with two marked as critical junctures where positioning choices carried heightened consequence.
This replay distills enduring lessons about process and psychology under uncertainty. Navigating a 12.6% drawdown tests both risk management and emotional discipline. The largest single-bar move of 6.0% reminds participants that volatility clusters and that position sizing must account for adverse excursions before they occur. For decision training, the value lies not in predicting direction but in building the habits that allow a trader to remain rational when the market tests conviction through sustained drawdown.