ADX Uptrend Replay (1996-03-04 to 1996-03-15)
Replay an authentic 30-day ADX uptrend from 1996 and feel its 17.3% drawdown challenge your risk instincts. Step through each daily bar, weigh seven decision points, and receive an AI coach review of your simulated choices.
30 daily bars · 7 decision points · 1996-02 to 1996-03 · Stocks
Key facts
This window spans 42 days with a peak-to-trough drawdown of 17.3% and a 19.9% run-up.
- Max drawdown
- −17.3%
- Max run-up
- +19.9%
- Duration
- 42 days
- Largest single-day move
- +8.6%
- Bars
- 30 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 (1996-12-23 to 1997-01-07)1996 · Lv.5
- 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 (1995-10-09 to 1995-10-30)1995 · Lv.3
- ADX Uptrend Replay (1995-06-28 to 1995-07-12)1995 · Lv.3
- ADX Uptrend Replay (1998-06-17 to 1998-07-01)1998 · Lv.5
Event Replay
What happened — and what it teaches
The Abu Dhabi Exchange in early 1996 offered traders a textbook case of how an uptrend can test even patient strategies. Over 30 trading days spanning from mid-February to late March, the ADX Index presented a classic challenge: a modest net gain of 4.6% that required enduring a maximum drawdown of 17.3%. This wasn't a smooth rally but a volatile journey that would punish mechanical entry and reward disciplined risk management.
The arithmetic tells the story clearly: the index closed at 10.12 and finished at 10.59, delivering a net return of 4.6% to those who held throughout. Yet the path was anything but straight. A single session saw an 8.6% swing, and the peak-to-trough decline of 17.3% would have tested the conviction of most market participants. Seven decision points punctuated this period, three of which the historical record marks as critical inflection moments where the trend's direction hung in balance.
This replay session excels as a risk psychology training ground. The 17.3% drawdown forces participants to confront a fundamental market truth: profitable trades often require enduring significant interim losses. Seven decision points create multiple opportunities to practice position sizing, stop-loss discipline, and emotional regulation. The educational value lies not in predicting direction but in building the process and mental resilience that allows traders to capture trends while surviving the volatility that accompanies them.
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