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ADX Downtrend Replay (1996-07-01 to 1996-07-15)

StocksFTSE ADX IndexAECrash1996-06 to 1996-07Difficulty 5/5FreeView charts

Relive a brutal Abu Dhabi exchange slide of -23.9% across 30 daily bars ending 1996-07-26. In this simulated replay, you step through each session, tackle 7 decision points, and receive an AI coach review of your choices.

30K lines
7Decision points
5Difficulty
DailyGranularity

30 daily bars · 7 decision points · 1996-06 to 1996-07 · Stocks

Key facts

This window spans 42 days with a peak-to-trough drawdown of 33.3% and a 17.6% run-up.

Max drawdown
−33.3%
Max run-up
+17.6%
Duration
42 days
Largest single-day move
−15.7%
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

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 in the summer of 1996 presented investors with one of the decade's most punishing downward stretches. Over 30 daily bars spanning from mid-June through late July, the market entered a sustained freefall that would test every trader's discipline and conviction. What made this period particularly treacherous was not merely the magnitude of the decline, but the intermittent nature of the selling—sharp drops followed by brief pauses that tempted many to catch a falling knife.

By the time the slide concluded on 1996-07-26, the ADX had surrendered 23.9% of its value, with a maximum drawdown reaching 33.3% from peak to trough. The most violent single session delivered a 15.7% decline, a reminder that individual bars can be far more brutal than the aggregate statistics suggest. Across this turbulent stretch, seven distinct decision points emerged—moments where traders had to choose between holding, adding to positions, or capitulating.

This replay scenario excels as a training ground for developing disciplined decision-making under pressure. The intermittent nature of the declines teaches the crucial distinction between temporary dips and structural breakdowns. Participants must navigate the psychological trap of trying to predict the bottom while managing real exposure to a 33.3% drawdown. The 7 decision points provide structured opportunities to practice position sizing, stop-loss discipline, and emotional neutrality—skills that transcend any single market or era. Success here is measured not by avoiding losses but by maintaining a consistent process that survives the inevitable downturns.