FTSE 250 Downtrend Replay (1994-08-31 to 1995-03-08)
Replay a six-month FTSE 250 correction stretching from August 1994 into March 1995, with prices sliding -9.4% across 150 daily bars. Step through each session, weigh 11 decision points alongside market data, and receive an AI coach review of your simulated calls.
150 daily bars · 11 decision points · 1994-08 to 1995-03 · Stocks
Key facts
This window spans 215 days with a peak-to-trough drawdown of 13.5% and a 4.5% run-up.
- Max drawdown
- −13.5%
- Max run-up
- +4.5%
- Duration
- 215 days
- Largest single-day move
- −2.0%
- Bars
- 150 Daily bars
- Decision points
- 11
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 FTSE 250, Britain\'s mid-cap equity benchmark, entered a pronounced correction during the 1990s. From August 1994 through early 1995, the index navigated a challenging environment as market participants confronted shifting sentiment and economic uncertainty. This six-month replay places you inside a sustained downtrend where staying rational under pressure was the primary test.
Over 150 trading sessions spanning August 17, 1994 to March 20, 1995, the index retreated from 3741.7 to 3391, a decline of -9.4%. The journey was turbulent: a maximum drawdown of 13.5% tested risk tolerance, while the largest single-bar move of 2.0% created moments of acute uncertainty. Eleven decision points, four of them critical, punctuated this descent, demanding deliberate choices at each juncture.
This replay sharpens the ability to manage positions through sustained losses without emotional capitulation. Participants practice calibrating risk against a documented drawdown ceiling, distinguishing between noise and structural shifts when single-session moves exceed norms. The historical frame reminds us that corrections, while uncomfortable, are recurring features of market behavior worth understanding rather than fearing.
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