ADX Uptrend Replay (2010-02-04 to 2010-03-17)
Replay a 58-day ADX uptrend from January to April 2010 and navigate an 11.7% maximum drawdown along the way. You step through each daily bar, face 11 decision points including 4 critical ones, and receive an AI coach review after the simulated session.
58 daily bars · 11 decision points · 2010-01 to 2010-04 · Stocks
Key facts
This window spans 84 days with a peak-to-trough drawdown of 11.7% and a 14.8% run-up.
- Max drawdown
- −11.7%
- Max run-up
- +14.8%
- Duration
- 84 days
- Largest single-day move
- −4.5%
- Bars
- 58 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 (Abu Dhabi Exchange) provided a compelling uptrend replay scenario in early 2010, spanning 58 trading days from mid-January to early April. This period placed participants directly into a rally environment where capturing directional momentum had to be balanced against post-financial crisis uncertainty. The stakes involved demonstrating disciplined decision-making while navigating a market that would ultimately test the resolve of even experienced trend followers.
The ADX closed the 58-bar session at 29.46, representing a modest -1.8% net decline from the opening level of 30. However, this headline figure obscured a turbulent journey: the market endured an 11.7% maximum drawdown, while the largest single-bar move of 4.5% created sharp intraday reversals. Participants faced 11 decision points throughout the replay, with 4 critical junctures demanding particularly careful risk assessment. The gap between the drawdown depth and the final outcome underscores how intermediate volatility can challenge conviction even when the broader trend remains intact.
This replay emphasizes that trend following demands both process discipline and psychological resilience. The disconnect between the -1.8% net result and the 11.7% drawdown illustrates why position sizing, stop-loss protocols, and emotional control matter more than directional conviction alone. The 4 critical decision points serve as reminders that a handful of moments can determine whether a strategy survives market noise. For training purposes, the scenario teaches participants to evaluate their risk management framework under conditions where patience is tested by recurring pullbacks, rather than focusing solely on final P&L outcomes.
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