ADX Downtrend Replay (1987-08-21 to 1987-09-22)
Step into a UAE ADX stocks market replay where prices plunged 29.8% during the 1987 crash. Across 44 daily bars, you face 8 decision points with AI coach feedback in a simulated, educational environment.
44 daily bars · 8 decision points · 1987-08 to 1987-10 · Stocks
Key facts
This window spans 62 days with a peak-to-trough drawdown of 29.8% and a 21.1% run-up.
- Max drawdown
- −29.8%
- Max run-up
- +21.1%
- Duration
- 62 days
- Largest single-day move
- −6.4%
- Bars
- 44 Daily bars
- Decision points
- 8
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
In the late summer of 1987, global equity markets were already showing signs of strain, and the UAE's ADX exchange sat at the periphery of that turbulence. This replay walks through 44 daily bars from 5 August to 6 October 1987, framing a period when regional investors had to weigh local fundamentals against a gathering international storm. With close moving from 3.65 to 3.25, a slide of -11.0% on the surface, and a maximum drawdown of 29.8% buried inside the path, the stakes were less about the headline number and more about surviving the volatility around it. The largest single-bar move of 6.4% is a reminder that, in a true panic regime, one session can re-price weeks of conviction.
What unfolds across the eight decision points is a study in compression: the index drifts, then lurches, then drifts again. Three of those decision points are flagged as critical, the moments where a trainee's choice meaningfully changes the simulated outcome and the educational lessons attached to it. The drawdown of 29.8% suggests the path was not a clean glide lower; it was punctuated by sharp rebounds that could easily be mistaken for the start of a recovery, only to be followed by another leg down. Reading the tape honestly, rather than narrating a story you wish were true, becomes the central skill the replay is trying to drill.
For decision training, the value here is process over prediction. The scenario trains you to size exposure before a drawdown arrives, to define an invalidation level in advance, and to separate a one-day 6.4% shock from a regime change. It also exposes the psychology of a crash: the temptation to buy the first green bar, the urge to sell the last, and the danger of anchoring to the pre-crash close of 3.65. Whether your simulated capital ends near 3.25 or somewhere along the jagged path in between, the replay's real return is a calmer framework for the next time volatility arrives uninvited.
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