ADX Downtrend Replay (1987-10-05 to 1987-10-20)
Replay the ADX crash from 1987-09-21 to 1987-10-30, when the index slid from 2.92 to 2.21 (-24.3%). Step through 30 daily bars, tackle 7 decision points, and review your calls with the AI coach in a simulated educational environment.
30 daily bars · 7 decision points · 1987-09 to 1987-10 · Stocks
Key facts
This window spans 39 days with a peak-to-trough drawdown of 49.8% and a 32.3% run-up.
- Max drawdown
- −49.8%
- Max run-up
- +32.3%
- Duration
- 39 days
- Largest single-day move
- −19.4%
- 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.
Event Replay
What happened — and what it teaches
This scene replays the United Arab Emirates ADX equity index across a 30-session stretch from 21 September 1987 through 30 October 1987, a window bookended by the global equity shock that became known as Black Monday. The replay is educational only, using simulated capital, and asks participants to navigate an emerging-market tape at the same moment developed markets were buckling under synchronized selling pressure. Because the ADX was a thinner, less-tracked market than New York or London, the scenario highlights a core question for any trainee: when international headlines accelerate, do you trust your local setup, your global read, or the price action in front of you?
Over the replay window the index closed at 2.92 at the start and drifted down to 2.21 by the end, a slide of -24.3%. Beneath that headline number the path was violent: maximum drawdown reached 49.8% intraday across the period, and the largest single-bar move printed a 19.4% swing. With seven decision points in play, three of them flagged as critical, the trainee is forced to choose between cutting exposure, hedging, standing pat, or adding into apparent weakness, all while drawdown and one-day volatility signals flash simultaneously. The combination of a moderate endpoint loss and a far deeper intra-period drawdown is the central statistical fingerprint of the exercise.
For decision training the lesson is about process under disorientation. A -24.3% close loss is painful but recoverable; a 49.8% drawdown is portfolio-threatening if sizing is wrong, so the coaching focus is position sizing, pre-committed stops, and the discipline to act on a single 19.4% bar rather than rationalize it as noise. Psychology is equally central: the three critical nodes are designed to test whether the learner anchors on the early sell-off, chases the late weakness, or freezes entirely. Treat every figure above as historical data, not a forecast, and let the AI coach grade the reasoning rather than the result.
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