ADX Uptrend Replay (1990-04-27 to 1990-05-21)
Replay a 1990 ADX uptrend spanning 34 daily bars as close climbed 9.8% from 1.23 to 1.35. You step through each session, face 7 decision points, and receive an AI coach review—simulated capital, educational use only.
34 daily bars · 7 decision points · 1990-04 to 1990-06 · Stocks
Key facts
This window spans 46 days with a peak-to-trough drawdown of 10.4% and a 23.2% run-up.
- Max drawdown
- −10.4%
- Max run-up
- +23.2%
- Duration
- 46 days
- Largest single-day move
- +7.0%
- 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 Uptrend Replay (1990-11-01 to 1990-12-13)1990 · Lv.3
- ADX Uptrend Replay (1992-11-12 to 1993-01-11)1992 · Lv.4
- ADX Uptrend Replay (1988-11-11 to 1989-01-04)1988 · Lv.2
- ADX Uptrend Replay (1991-12-19 to 1992-01-14)1991 · Lv.5
- ADX Uptrend Replay (1991-10-07 to 1991-10-22)1991 · Lv.5
- ADX Uptrend Replay (1991-02-08 to 1991-03-08)1991 · Lv.5
Event Replay
What happened — and what it teaches
In the spring of 1990, the Abu Dhabi Securities Exchange was navigating the geopolitical turbulence following the Gulf region crisis. This replay transports traders back to that uncertain era, placing them at the start of a sustained upward move across 34 daily bars spanning from mid-April to early June. Participants face the challenge of reading momentum, managing risk through a 10.4% peak-to-trough drawdown, and making timely decisions as the index climbed from 1.23 to 1.35.
The market delivered a 9.8% cumulative advance, yet the journey was far from linear. Volatility testing participants with swings as large as 7.0% in a single session required disciplined position sizing and emotional composure. Seven decision points punctuated the replay—three of them marked as critical moments where directional conviction and risk management were simultaneously tested. Navigating these junctures separated disciplined execution from impulsive overtrading.
This scenario sharpens the core competencies every trader must develop: the ability to stay objective during a 10.4% pullback within an overall uptrend, the judgment required to add or reduce exposure after volatile single-bar moves, and the psychological resilience to act decisively at critical inflection points. The 1990s vintage of this uptrend provides a historical laboratory where learners can practice these skills without financial risk, building habits that transfer across decades and instruments.
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