ADX Downtrend Replay (1986-05-28 to 1986-06-19)
Experience a brutal 1986 Abu Dhabi market slide where the index plunged 24.2% in under two months. Replay each session step by step, tackle seven decision points, and receive AI coach feedback in this simulated educational training.
34 daily bars · 7 decision points · 1986-05 to 1986-07 · Stocks
Key facts
This window spans 48 days with a peak-to-trough drawdown of 25.8% and a 6.1% run-up.
- Max drawdown
- −25.8%
- Max run-up
- +6.1%
- Duration
- 48 days
- Largest single-day move
- −10.2%
- Bars
- 34 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 (1985-03-29 to 1985-05-02)1985 · Lv.4
- ADX Downtrend Replay (1987-08-21 to 1987-09-22)1987 · Lv.4
- ADX Downtrend Replay (1988-06-08 to 1988-08-18)1988 · Lv.4
- ADX Downtrend Replay (1987-10-05 to 1987-10-20)1987 · Lv.5
- ADX Downtrend Replay (1983-12-02 to 1984-01-23)1983 · Lv.3
- ADX Downtrend Replay (1989-12-29 to 1990-02-06)1989 · Lv.3
Event Replay
What happened — and what it teaches
In the spring of 1986, the Abu Dhabi securities market entered a treacherous phase that would test the resolve of every participant. Oil revenues were fluctuating, regional tensions lingered, and investor confidence hung by a thread. The ADX index, reflecting a handful of listed companies representing the emirate's economic aspirations, faced headwinds from multiple directions. For traders and investors operating in this nascent market, the stakes were substantial: positions were larger relative to capital, information was scarce, and exit options were limited.
The data tells the story starkly. From mid-May to early July—a span of 34 trading days—the index collapsed from 3.96 to 3, a decline of 24.2%. The maximum drawdown reached 25.8%, meaning anyone holding throughout faced losses significantly worse than the headline figure. Most alarming was the volatility: the largest single session delivered a 10.2% swing, the kind of daily move that could wipe out margins or devastate concentrated positions. Seven decision points punctuated this descent, with three marked as critical moments where directional choices would define outcomes.
This replay offers a masterclass in process under pressure. Participants must navigate uncertainty without the benefit of hindsight, practicing position sizing, stop discipline, and emotional regulation in real time. The scenario isolates the psychological dimension: fear compounds losses, hope delays exits, and group behavior amplifies moves. For trainees, the value lies not in predicting the bottom but in executing a sound process regardless of outcome—an transferable skill across any market era.
Featured in the archive