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It’s like the aftermath of the bleakest office party. A giant boardroom table, a naked man on the floor, another with his suit trousers round his ankles and someone urinating into a whisky glass. What follows feels like a surreal, less glossy version of the TV show Industry: menacing games of power and domination in a coldly lit, hollow-feeling place. Meanwhile, a cleaner arrives to mop up the body fluids then sings Ave Maria. This is a wildly unpredictable world from Bullyache, the creative duo of Courtney Deyn and Jacob Samuel (plus five dancers on stage), who make darkly intense dance theatre.

The set by Tor Studio has a wall of broken glass, as if someone has driven a truck through it, but it turns out A Good Man Is Hard to Find is about the people who drove a truck through the global economy in 2008. Halfway through, in a sudden mood switch, it turns into a gameshow and tells us these wasted cretins are the bankers who caused the financial crisis. What will their fate be?

The piece is inspired by the secretive San Francisco institution Bohemian Club, a gathering of rich and powerful men who take part in various rituals including the cremation of care, where members cast off their worries – or, in Bullyache’s eyes, absolve themselves of guilt. The reference isn’t explicit in the show, but there does follow a Rite of Spring-ish ritual, set to Shostakovich’s chamber symphony in C minor, the grim mood shot through with classical leaps and Latin American swivel and a bit of punchy folk dance plus quasi-religious imagery.

We’re offered stories of these men, but it’s a little too much along the lines of “big bankers bad”. Extra detail would be more powerful. Are they specific people, what are their stories, what are the howling ramifications 18 years on? If you’re going to be political, make it sting.

The atmosphere-making is masterful (if depressing) with Bullyache writing their own music – cranium-shaking soundscores and songs of pain and loneliness. There is brilliant ambition here, but the show is reaching for something bigger.

• At Sadler’s Wells East, London, until 9 May