ADX Uptrend Replay (1995-01-30 to 1995-03-27)
Replay an 80-bar ADX uptrend stretching from late 1994 into April 1995, capped by a 13.8% close-to-close climb. Step through each session, weigh 11 decision points, and receive an AI coach review of your choices in simulated capital.
80 daily bars · 11 decision points · 1994-12 to 1995-04 · Stocks
Key facts
This window spans 116 days with a peak-to-trough drawdown of 11.3% and a 33.1% run-up.
- Max drawdown
- −11.3%
- Max run-up
- +33.1%
- Duration
- 116 days
- Largest single-day move
- +7.6%
- Bars
- 80 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
The Abu Dhabi Securities Exchange in early 1995 was navigating an emerging-market landscape defined by post-gulf-war regional recovery and limited historical data. This 80-bar replay spans from late December 1994 through late April 1995, placing traders in the position of managing a sustained uptrend across 11 decision points, four of which are marked as critical. The challenge was to capture directional momentum while respecting risk parameters in a market where volatility could shift quickly.
From a closing price of 5.85 at the start of the period, the ADX climbed to 6.66 by late April—a cumulative advance of 13.8%. However, the journey was not linear; the maximum drawdown reached 11.3%, testing discipline during pullbacks. The largest single session move of 7.6% underscored how individual bars could dramatically reshape short-term positioning and risk exposure.
This scenario distills several core training principles: trend management requires balancing conviction with flexibility when facing 11.3% drawdowns; position sizing must account for the possibility of outsized single-bar swings reaching 7.6%; and the distinction between four critical and seven standard decision points sharpens prioritization under uncertainty. Traders emerge with refined instincts for navigating boom conditions without overextending in thin markets.
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