UK National (BIS) Historical Replay: 1989-07 to 1996-10
Replay a 30-month UK property slide from 61.77 to 46.1, a 25.4% decline that culminated in a historic crash. Step through monthly decisions across six decision points and receive an AI coach review of your simulated choices.
30 monthly bars · 6 decision points · 1989-07 to 1996-10 · Property
Key facts
Peak-to-trough drawdown of 28.9% with a 5.0% run-up.
- Max drawdown
- −28.9%
- Max run-up
- +5.0%
- Largest single-month move
- −4.7%
- 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 entered a treacherous phase as the 1980s gave way to the 1990s. Following a prolonged expansion, the market faced mounting pressure from rising interest rates and an economy adjusting to new fiscal realities. For market participants navigating this period, the stakes were considerable: maintaining portfolio value while managing exposure to a market showing early signs of structural stress. This 30-month window presented a complex decision environment where timing and risk calibration could mean the difference between preservation and significant loss.
The replay traces a sustained decline from 61.77 to 46.1, representing a 25.4% contraction over 30 monthly bars. The journey proved rougher than the headline figure suggests, with a maximum drawdown of 28.9% testing even disciplined participants. The largest single-month move of 4.7% underscored moments of acute volatility, while six decision points—two marked as critical—demanded repeated reassessment of positioning. The crash was not a single event but an accumulation of monthly pressures that eroded confidence and forced hard choices about exit timing.
This scenario excels as a decision-training exercise precisely because it strips away the clarity of hindsight. Participants must practice calibrating position sizes against drawdown risk, recognizing when deteriorating momentum signals deeper structural issues, and managing the psychological pull to hold through mounting losses. The interplay of process discipline and emotional regulation becomes the real learning outcome, applicable far beyond any single market cycle.