ADX Uptrend Replay (1995-10-09 to 1995-10-30)
Replay 32 daily bars from the 1995 ADX uptrend between September 26 and November 8, including a 12.7% drawdown. Step through each session, weigh 7 decision points with three critical ones, and receive an AI coach review of your simulated trades.
32 daily bars · 7 decision points · 1995-09 to 1995-11 · Stocks
Key facts
This window spans 43 days with a peak-to-trough drawdown of 12.7% and a 21.6% run-up.
- Max drawdown
- −12.7%
- Max run-up
- +21.6%
- Duration
- 43 days
- Largest single-day move
- −9.9%
- Bars
- 32 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 (1995-06-28 to 1995-07-12)1995 · Lv.3
- ADX Uptrend Replay (1996-12-23 to 1997-01-07)1996 · Lv.5
- ADX Uptrend Replay (1996-03-04 to 1996-03-15)1996 · Lv.4
- ADX Uptrend Replay (1997-08-28 to 1997-09-23)1997 · Lv.3
- ADX Uptrend Replay (1997-06-04 to 1997-06-19)1997 · Lv.2
- ADX Uptrend Replay (1998-06-17 to 1998-07-01)1998 · Lv.5
Event Replay
What happened — and what it teaches
In the autumn of 1995, the Abu Dhabi Securities Exchange embarked on a sustained ascent that would test even seasoned participants. This replay captures 32 daily bars spanning September 26 to November 8, placing you inside a marketTagged as an uptrend yet riddled with treacherous reversals. With seven decision points—three flagged as critical junctures—you must navigate the tension between momentum and mean reversion across this pivotal stretch of 1990s Gulf equities.
The headline numbers tell a deceptive story: closing prices moved from 8.69 to 8.5, a modest -2.2% decline over the period. Yet beneath this flat finish lay a 12.7% maximum drawdown, meaning interim participants endured significant unrealized losses before any recovery. The largest single session swung 9.9%, illustrating how quickly sentiment could reverse within a trending market. For anyone replaying this scenario, the gap between the labeling of an "uptrend" and the lived experience of sharp intra-period volatility becomes the central tension.
This episode distills essential lessons in process over prediction. The 12.7% drawdown tests your conviction and risk management discipline: would you cut position size, add to winners, or hold through pain? The 9.9% single-bar volatility challenges your emotional regulation when markets move violently against positions. Seven decision points, three critical, force you to practice the pause-and-evaluate habit that separates disciplined traders from impulsive reactors. Historical context matters: the 1990s ADX operated without modern electronic interfaces, yet human psychology of fear and greed remained constant across decades.
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