ADX Downtrend Replay (1990-08-29 to 1990-09-21)
Step into a 1990 ADX correction spanning 34 daily bars where the index fell from 1.12 to 1.04. Replay each session, face critical decision points, and receive an AI coach review of your simulated choices.
34 daily bars · 7 decision points · 1990-08 to 1990-10 · Stocks
Key facts
This window spans 48 days with a peak-to-trough drawdown of 12.5% and a 12.2% run-up.
- Max drawdown
- −12.5%
- Max run-up
- +12.2%
- Duration
- 48 days
- Largest single-day move
- +8.0%
- 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.
Event Replay
What happened — and what it teaches
In August 1990, the Abu Dhabi Securities Exchange operated within one of the most geopolitically charged environments of the decade. The Iraqi invasion of Kuwait the previous month had sent shockwaves through Gulf financial markets, creating an atmosphere of heightened uncertainty. For traders participating in this 34-day replay, the challenge extended beyond technical analysis—they navigated a landscape shaped by regional instability, where every data point carried amplified significance and the margin for misjudgment was unforgiving.
The replay faithfully reconstructs the correction that followed: the index closed at 1.12 before declining to 1.04, representing a -7.1% contraction over the period. Yet the headline percentage obscures a more turbulent reality. The maximum drawdown reached 12.5%, and volatility manifested in individual sessions where the largest single-bar move measured 8.0%. Throughout the replay, participants confronted 7 decision points, of which 3 were designated as critical junctures where directional conviction and position sizing determined outcomes.
This scenario distills timeless lessons in decision-making under uncertainty. The 12.5% maximum drawdown underscores the importance of sizing positions so that adverse moves remain survivable rather than catastrophic. The 8.0% single-session volatility demonstrates that intraperiod swings can far exceed end-of-day changes, demanding disciplined stop-loss frameworks. Perhaps most critically, the 3 critical decision points teach that market episodes often hinge on a small number of high-stakes choices—preparing a clear process beforehand separates deliberate traders from reactive ones. The replay offers no predictions, only structured practice for thinking clearly when conditions are anything but clear.
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