FTSE MIB Uptrend Replay (2003-07-01 to 2003-09-08)
Replay 100 daily bars of FTSE MIB from May to October 2003, capturing a 6.7% climb with a 6.4% drawdown. Step through the authentic rally, tackle 11 decision points, and receive AI coach review on your simulated choices.
100 daily bars · 11 decision points · 2003-05 to 2003-10 · Stocks
Key facts
This window spans 137 days with a peak-to-trough drawdown of 6.4% and a 9.6% run-up.
- Max drawdown
- −6.4%
- Max run-up
- +9.6%
- Duration
- 137 days
- Largest single-day move
- −2.6%
- Bars
- 100 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 scene recreates the FTSE MIB index during the summer of 2003, a period when European equity markets were navigating the uncertain aftermath of the dot-com collapse and the early stages of global economic recovery. Over 100 daily bars spanning from May 26 to October 10, 2003, traders and analysts faced the challenge of positioning themselves in a market that offered neither clear trends nor easy opportunities. This replay places participants in that specific historical moment, requiring them to make decisions with imperfect information just as market participants did two decades ago.
The index rose from 23843 to 25429, delivering a modest but meaningful 6.7% gain over the period. The trajectory was anything but smooth, however, as a 6.4% drawdown tested investor conviction while a 2.6% single-bar move highlighted the volatility that characterized those months. Eleven decision points punctuated the replay, four of which the scenario designates as critical junctures where positioning choices carried significant consequences for portfolio outcomes.
This replay sharpens the ability to maintain discipline when markets refuse to cooperate, to manage risk through a 6.4% pullout without abandoning a sound thesis, and to recognize that modest 6.7% gains often require navigating choppy intermediate periods. The psychological dimension proves especially valuable: facing 11 distinct choice points across 100 days of price action builds the emotional resilience to act when conviction demands action rather than waiting for certainty that never arrives. History rarely offers clean entry and exit points, and this scenario reflects that authentic complexity.
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