ADX Uptrend Replay (1990-11-01 to 1990-12-13)
Replay a 60-day ADX uptrend that closed 15.0% higher between October 1990 and January 1991. Walk through each trading day, face 11 decision points including 4 critical ones, and receive an AI coach review of your simulated choices.
60 daily bars · 11 decision points · 1990-10 to 1991-01 · Stocks
Key facts
This window spans 86 days with a peak-to-trough drawdown of 7.6% and a 26.6% run-up.
- Max drawdown
- −7.6%
- Max run-up
- +26.6%
- Duration
- 86 days
- Largest single-day move
- +6.4%
- Bars
- 60 Daily bars
- Decision points
- 11
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 late 1990, the Abu Dhabi Securities Exchange (ADX) entered a pronounced uptrend that would test the resolve of any investor navigating an emerging market. The dataset spans 60 daily bars from October 10, 1990 to January 4, 1991, capturing a period when regional markets were adjusting to post-Gulf Crisis dynamics. This replay places participants directly into the daily rhythm of decision-making during a 15.0% advance, where every trading session brought fresh choices about position sizing, risk management, and market interpretation.
By the end of this 60-day window, the ADX closed 15.0% higher, rising from 1 to 1.15. However, the journey was far from smooth—a maximum drawdown of 7.6% tested portfolio values midway through the rally. The market's most volatile single session saw a 6.4% move, highlighting the kind of intraday swings that can unsettle even experienced traders. Participants faced 11 decision points throughout the replay, including 4 critical junctures where directional conviction and risk calibration were put to the ultimate test.
This scenario distills essential lessons in process discipline and emotional regulation. The 7.6% drawdown demonstrates how even winning trades experience meaningful pullbacks, reinforcing the need for predefined exit strategies and position sizing that accounts for temporary adversity. The 6.4% single-bar volatility underscores the danger of reacting to isolated sessions rather than respecting the underlying trend structure. With 4 critical decisions embedded within 11 total checkpoints, the replay cultivates pattern recognition under uncertainty—teaching traders to balance conviction with flexibility as the market narrative unfolds day by day.
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