ADX Uptrend Replay (1987-01-20 to 1987-02-17)
Replay a 1987 ADX uptrend where the index climbed 31.8% across 40 daily bars before fading. You walk through each trading day, face 7 decision points, and receive an AI coach review of your simulated choices.
40 daily bars · 7 decision points · 1987-01 to 1987-03 · Stocks
Key facts
This window spans 56 days with a peak-to-trough drawdown of 13.1% and a 48.4% run-up.
- Max drawdown
- −13.1%
- Max run-up
- +48.4%
- Duration
- 56 days
- Largest single-day move
- +12.8%
- Bars
- 40 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.
Event Replay
What happened — and what it teaches
The setup takes you back to the Abu Dhabi ADX in the opening months of 1987, a period when regional equity markets were riding a wave of rising liquidity and shifting global risk appetite. Across roughly forty trading days, the index traveled from a close of 2.58 to a final 3.4, a 31.8% ascent that unfolded in a steady, almost orderly rhythm. Yet the path was never quite as clean as the headline number suggests, because within those six weeks a maximum drawdown of 13.1% reminded participants that even strong uptrends can punish the unprepared. With seven decision points to navigate, including three flagged as critical, the replay turns you from observer into operator, asking how you would have sized, entered and held through every push and pull of the tape.
What happened was a textbook boom-with-friction pattern. The index advanced on the back of consistent daily gains, but the largest single-bar move of 12.8% showed that most of the drama arrived in concentrated bursts rather than a smooth drift higher. That single session also explains how a 13.1% drawdown could live inside a 31.8% rally: the boom was strong enough to recover, yet violent enough to threaten anyone who had positioned too aggressively near the peaks. By the close at 3.4, the uptrend had visibly faded, leaving participants with both the satisfaction of catching the trend and the question of how they would have behaved when volatility spiked midstream.
What it teaches for decision training is less about the 31.8% return and more about the quality of the process that produces it. Drawdown management matters as much as entry timing, and a 12.8% single-bar move is a reminder that position sizing, stop discipline and the willingness to sit out chaotic sessions are real skills, not optional extras. The replay also surfaces psychology: the temptation to chase after the big up-day, or to capitulate during the 13.1% dip, is where most simulated traders lose their edge. Treat the seven decision points as a workout for patience, risk control and consistency rather than a hunt for the perfect call.