ADX Uptrend Replay (2005-04-15 to 2005-07-20)
Replay a 134-bar ADX uptrend stretch where the index slipped only -0.8% despite a 14.0% drawdown. Step through each daily decision point and get AI coach feedback in this simulated, educational market-replay.
134 daily bars · 11 decision points · 2005-02 to 2005-09 · Stocks
Key facts
This window spans 193 days with a peak-to-trough drawdown of 14.0% and a 25.8% run-up.
- Max drawdown
- −14.0%
- Max run-up
- +25.8%
- Duration
- 193 days
- Largest single-day move
- −5.3%
- Bars
- 134 Daily bars
- Decision points
- 11
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 ADX index entered a pronounced uptrend phase during the spring and summer of 2005, a period the market narrative tagged as a boom environment. The replay window spans April 15, 2005 through July 20, 2005, sitting within a broader data set from February 25, 2005 to September 6, 2005 that covers 134 daily bars. Participants faced 11 decision points, four of them flagged as critical, where market direction could pivot. The task was to navigate this extended run while managing real risk exposure in a simulated educational setting.
The numbers reveal a deceptive finish: the index closed at 37.21 from an opening reference of 37.5, a net decline of just -0.8%. Yet this placid surface obscured a wilder journey beneath. The maximum drawdown reached 14.0%, meaning a participant following the trend would have watched paper losses accumulate significantly before any recovery. The largest single-bar move hit 5.3%, illustrating that individual sessions could deliver sharp shocks to position holders. The net outcome masked volatility that tested conviction throughout the period.
This scenario trains the muscle of holding through drawdown without abandoning a thesis, while remaining calibrated to when a trend genuinely breaks. The 14.0% trough against a final -0.8% loss demonstrates how temporary setbacks can be absorbed by patient positioning, but also how easily larger moves can rattle discipline. Each of the 11 decision points, particularly the four critical junctures, becomes a laboratory for examining entry logic, sizing decisions, and emotional response to price noise in a historical boom that ultimately went nowhere net.