ADX Uptrend Replay (1988-01-14 to 1988-01-27)
Replay an 8-trading-day ADX uptrend where the index still finished lower by 11.9% despite a 7.4% single-bar rally. You step through each daily bar, face 3 critical decision points, and receive an AI coach review—all in a simulated, educational environment.
30 daily bars · 7 decision points · 1987-12 to 1988-02 · Stocks
Key facts
This window spans 42 days with a peak-to-trough drawdown of 20.5% and a 14.4% run-up.
- Max drawdown
- −20.5%
- Max run-up
- +14.4%
- Duration
- 42 days
- Largest single-day move
- +7.4%
- 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
Between late December 1987 and early February 1988, the Abu Dhabi equity market entered a turbulent two-month stretch, and this replay distills one of its sharpest episodes into eight trading sessions. Volatility had clearly returned after the prior year's global shock, and the question facing participants was whether the prevailing drift was exhaustion or accumulation. With the index opening this window at 1.94 and only 30 daily bars to study, every candle carries weight, and the three critical decision points force learners to confront sizing, conviction, and risk control under compressed uncertainty.
What unfolded was a reminder that rallies inside a downtrend are not exits. The index slid from 1.94 to a close of 1.71, a net move of -11.9%, even as one single bar ripped 7.4% in the opposite direction. Underneath that headline, the path traced a 20.5% maximum drawdown, meaning a buyer who chased the euphoric session would still have been sitting on a painful mark-to-market loss before the window closed. The replay thus exposes the gap between the bar you remember and the equity curve you actually keep: a strong day does not redeem a deteriorating structure, and a small sample of candles can punish overconfidence.
For decision training, the lesson is procedural rather than predictive. Learners practice distinguishing a single explosive candle from a regime change, weighting drawdown against headline excitement, and writing rules in advance for how they would respond at each of the seven prompts. The simulated environment encourages journaling the emotional arc of the 7.4% spike and the subsequent grind, reinforcing that discipline, position sizing, and pre-commitment to exit logic matter more than narrative. The historical tape is the teacher; the coach review simply helps you hear it.
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