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ADX Downtrend Replay (1991-05-22 to 1991-06-25)

StocksFTSE ADX IndexAECrash1991-05 to 1991-07Difficulty 3/5FreeView charts

Replay a 21.1% drawdown on the ADX across 48 daily bars from May to July 1991, with one day swinging 7.4%. Step through authentic historical sessions, weigh nine decision points, and receive AI coach feedback on your simulated choices.

48K lines
9Decision points
3Difficulty
DailyGranularity

48 daily bars · 9 decision points · 1991-05 to 1991-07 · Stocks

Key facts

This window spans 69 days with a peak-to-trough drawdown of 21.1% and a 8.0% run-up.

Max drawdown
−21.1%
Max run-up
+8.0%
Duration
69 days
Largest single-day move
+7.4%
Bars
48 Daily bars
Decision points
9

Every figure above is computed programmatically from this replay’s own candle series — no editorial input, no LLM. Methodology: Methodology

How to play
  1. The market advances day by day. You only see candles up to the current day — as if you were really there.

  2. At key decision points choose Buy / Trim / Exit / Hold. Each decision advances the timeline by one day.

  3. 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

The Abu Dhabi Securities Exchange entered the spring of 1991 still absorbing the tremors of the recent Gulf conflict, a region in economic recovery facing lingering uncertainty. The ADX at that time was a small, developing market where regional geopolitical developments could move prices sharply. Stepping into this replay places you at the controls during a period when post-war confidence remained fragile and regional markets were still finding their footing.

Over 48 daily bars spanning May to July 1991, the index closed from 1.81 down to 1.58, a decline of -12.7%. The severity of the drawdown reached 21.1%, and one single session alone swung 7.4%, underscoring the volatility that defined this era. Nine decision points peppered the replay, three of them critical junctures where directional bias and risk calibration were tested to the core. Participants navigated a market that offered no gentle reprieve, with every bar demanding a fresh assessment of position and exposure.

This replay distills the 1990s experience into a decision-training laboratory. The extended drawdown teaches the discipline of managing risk when paper losses accumulate. The explosive single-bar moves reveal how psychological anchoring can trap participants into holding losing positions too long. Nine decision points across a compressed timeline train the muscle of systematic reassessment under pressure, the core skill that separates disciplined execution from reactive guessing.