UK National (BIS) Historical Replay: 2006-10 to 2014-01
Replay 30 monthly UK property bars from October 2006 to January 2014, including a 25.8% maximum drawdown, to study how a national housing cycle evolves across a full crisis. You move bar by bar, face six decision points, and receive an AI coach review of each simulated choice.
30 monthly bars · 6 decision points · 2006-10 to 2014-01 · Property
Key facts
Peak-to-trough drawdown of 25.8% with a 7.1% run-up.
- Max drawdown
- −25.8%
- Max run-up
- +7.1%
- Largest single-month move
- −6.7%
- 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 housing market replay spans October 2006 to January 2014, covering 30 monthly bars across a full crisis cycle. This period encompasses both the late 2000s and early 2010s decades, placing participants inside one of the most consequential housing downturns in modern British history. Six decision points punctuate the replay, two of which are flagged as critical, testing whether traders can read shifting momentum in a market where conventional assumptions were being rewritten. The stakes are high: understanding how a national property index behaves when it loses a quarter of its value forces confrontation with the limits of intuition under sustained stress.
The replay data reveals a close price decline from 113.58 to 94.54, translating to a -16.8% loss over the full span. Yet the journey is more turbulent than the endpoint suggests: the maximum drawdown reached 25.8%, meaning interim losses exceeded the final outcome. The largest single-bar move of 6.7% captures moments when sentiment shifted violently, either accelerating losses or offering sharp but treacherous rallies. These numbers frame a market that did not fall in a straight line but oscillated through phases of panic, dead-cat bounces, and grinding uncertainty.
For decision training, this replay shifts focus from predicting the bottom to managing process through uncertainty. The 25.8% maximum drawdown teaches that nominal loss figures understate real psychological pressure, while the 6.7% single-bar swings reveal how volatility clusters can shatter even reasonable position sizing. Six decision points, reviewed by AI coaching, create repeated opportunities to examine whether your reasoning holds when outcomes disappoint. The lesson is not that crises are avoidable but that disciplined process and clear contingency planning are what carry traders through environments where intuition alone fails.