Collapse · FTSE 100 Index (2011)
A 17.8% drawdown defined the 2011 FTSE 100 collapse as eurozone doubts hammered sentiment across 146 trading days. Replay each session on FinFable, tackle 25 decision points with 9 critical calls, and receive an AI coach review of every simulated trade for educational insight.
146 daily bars · 25 decision points · 2011-02 to 2011-09 · Stocks
Key facts
This window spans 211 days with a peak-to-trough drawdown of 17.8% and a 8.7% run-up.
- Max drawdown
- −17.8%
- Max run-up
- +8.7%
- Duration
- 211 days
- Largest single-day move
- −4.5%
- Bars
- 146 Daily bars
- Decision points
- 25
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 2011 FTSE 100 unfolded against a backdrop of deepening eurozone doubts, as sovereign debt concerns threatened the very architecture of the single currency. European equity markets faced mounting uncertainty, with investors questioning whether political leaders could contain the crisis spreading from peripheral economies. The period spanning February to September 2011 became a crucible for risk management, as sentiment swung between hope for policy intervention and fear of systemic collapse.
By early September, the FTSE 100 had descended from 6051 to 5156.8, translating to a decline of -14.8% across 146 trading days. The index experienced a maximum drawdown of 17.8%, while the largest single session moved 4.5%, underscoring how quickly sentiment could reverse. Each trading day presented fresh uncertainty, forcing participants to reassess positions as macro developments superseded company fundamentals.
This replay challenges traders across 25 decision points, with 9 designated as critical moments where conviction and positioning carried outsized consequences. The scenario cultivates disciplined risk sizing, objective market reading, and psychological resilience when confronting sustained adverse price action. Participants learn to distinguish between temporary volatility and structural shifts, avoiding reactive decisions driven by loss aversion. The educational value lies not in predicting outcomes but in building repeatable processes that survive diverse market conditions.