ADX Downtrend Replay (2001-06-07 to 2001-06-22)
Replay a real 30-day ADX downtrend where the index slid from 49.85 to 43.76. Step through each daily bar, navigate seven decision points, and receive an AI coach review of your simulated choices.
30 daily bars · 7 decision points · 2001-05 to 2001-07 · Stocks
Key facts
This window spans 43 days with a peak-to-trough drawdown of 23.0% and a 18.0% run-up.
- Max drawdown
- −23.0%
- Max run-up
- +18.0%
- Duration
- 43 days
- Largest single-day move
- −7.9%
- 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.
Event Replay
What happened — and what it teaches
This replay immerses traders in the Abu Dhabi Securities Exchange during a turbulent stretch of June 2001. The scenario spans from late May through early July, capturing 30 daily bars of authentic market data. Participants face the challenge of navigating a sustained downtrend with seven decision points embedded throughout, three of which are marked as critical inflection moments. The training objective centers on disciplined risk management under deteriorating conditions rather than attempting to predict market direction.
The index descended from 49.85 to 43.76 over the 30-day period, representing a -12.2% cumulative decline. The market experienced significant volatility, with a maximum drawdown of 23.0% and the largest single-bar move reaching 7.9%. These figures illustrate how sustained pressure and intermittent sharp moves can erode capital quickly, testing a trader's ability to manage positions and avoid emotional decision-making.
The replay teaches that process matters more than prediction. Navigating seven decision points forces learners to choose between holding positions and reducing exposure, decisions that directly affect drawdown outcomes. The three critical junctures serve as stress tests for risk discipline. AI coach feedback afterward reveals patterns in decision-making, helping traders recognize whether they hold too long in falling markets or exit prematurely out of fear. This historical episode from the 2000s remains a valuable case study in capital preservation.