ADX Downtrend Replay (2002-12-10 to 2002-12-30)
Replay a turbulent ADX downtrend spanning 30 daily bars from November 2002 to January 2003, with the index slipping 2.9% and a drawdown reaching 23.7%. Step through seven decision points, three of them critical, receive an AI coach review, and learn how traders navigated the correction in simulated capital only.
30 daily bars · 7 decision points · 2002-11 to 2003-01 · Stocks
Key facts
This window spans 44 days with a peak-to-trough drawdown of 23.7% and a 19.1% run-up.
- Max drawdown
- −23.7%
- Max run-up
- +19.1%
- Duration
- 44 days
- Largest single-day move
- +8.5%
- 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
The Abu Dhabi Securities Exchange entered a turbulent phase as 2002 drew to a close. Over 30 trading days from late November to early January 2003, traders faced a sustained downtrend that tested discipline and risk management. This was a correction period where the index slipped from 29.21, challenging participants to navigate declining prices and heightened uncertainty.
The numbers tell a stark story. The index ultimately closed at 28.35, a decline of 2.9%, but the journey was far more volatile. A maximum drawdown of 23.7% tested even the most cautious position sizing, while the largest single session moved 8.5%—enough to shake conviction from all but the most disciplined. Seven decision points punctuated the replay, with three marked as critical moments where choices carried heightened consequence.
What does this teach for decision training? First, the gap between headline return and actual experience: a modest 2.9% loss masks a 23.7% trough that would have destroyed poorly hedged accounts. Second, volatility management becomes paramount in corrections—when single bars can swing 8.5%, position sizing must account for extreme scenarios. Third, psychology matters most: the temptation to hold through drawdown or exit at the bottom both represent failure modes. This replay trains traders to execute process rather than react to price, building habits that transfer beyond any single scenario.