ADX Downtrend Replay (1984-11-28 to 1984-12-14)
Replay a 1984 Abu Dhabi correction spanning 30 daily bars and a 13.7% drawdown. Walk through every session, tackle decision points, and receive an AI coach review of your simulated choices.
30 daily bars · 7 decision points · 1984-11 to 1984-12 · Stocks
Key facts
This window spans 43 days with a peak-to-trough drawdown of 13.7% and a 18.9% run-up.
- Max drawdown
- −13.7%
- Max run-up
- +18.9%
- Duration
- 43 days
- Largest single-day move
- +6.1%
- Bars
- 30 Daily bars
- Decision points
- 7
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.
Related scenarios
- ADX Downtrend Replay (1984-11-01 to 1984-11-14)1984 · Lv.2
- ADX Downtrend Replay (1984-03-16 to 1984-04-06)1984 · Lv.4
- ADX Downtrend Replay (1985-08-28 to 1985-09-16)1985 · Lv.3
- ADX Downtrend Replay (1985-05-17 to 1985-06-10)1985 · Lv.2
- ADX Downtrend Replay (1986-10-16 to 1986-11-18)1986 · Lv.3
- ADX Downtrend Replay (1986-12-02 to 1986-12-30)1986 · Lv.3
Event Replay
What happened — and what it teaches
The Abu Dhabi Securities Exchange in late 1984 presented a demanding environment for market participants. This replay spans 30 daily trading bars from November 14 to December 27, placing you inside a pronounced market correction in the 1980s oil-economy era. With seven decision points embedded throughout the timeline—including three marked as critical—you must navigate a landscape where conventional buy-and-hold approaches would have tested every trader's conviction.
The headline numbers reveal the tension between short-term pain and ultimate resolution. The market closed the period at 2.91 from an opening of 2.83, delivering a modest 2.8% net gain. Yet this figure masks substantial intermediate turbulence: the maximum drawdown reached 13.7%, while the largest single session move hit 6.1%. Navigating from start to finish meant enduring weeks of adverse movement before recovering into positive territory—a pattern that rewards disciplined process over impulsive reaction.
This scenario sharpens several core competencies. First, it forces confrontation with drawdown tolerance: can you hold positions when the water is 13.7% below your entry? Second, it tests whether you distinguish between temporary price noise and genuine trend destruction. Third, the seven decision points—particularly the three critical junctures—demand clear criteria for action rather than emotional improvisation. The lesson crystallizes around a timeless truth: survival through corrections precedes the ability to benefit from subsequent recoveries.
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