ADX Downtrend Replay (2011-11-04 to 2011-11-25)
Replay 30 days of an ADX correction with a 14.4% drawdown and a sharp 5.1% single-bar swing. You walk through each daily bar, make calls at 7 decision points including 3 critical ones, and receive an AI coach review — simulated capital, educational only.
30 daily bars · 7 decision points · 2011-10 to 2011-12 · Stocks
Key facts
This window spans 42 days with a peak-to-trough drawdown of 14.4% and a 11.4% run-up.
- Max drawdown
- −14.4%
- Max run-up
- +11.4%
- Duration
- 42 days
- Largest single-day move
- −5.1%
- 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
In the autumn of 2011 the Abu Dhabi Exchange was navigating a correction within a longer bull market cycle. This replay covers 30 daily bars from October 25 to early December 2011, inviting participants to manage risk through a period when the ADX index was testing investor resolve. The stakes were straightforward: how to preserve capital and make sound decisions when the market offers no easy answers.
The index barely budged on net, closing at 35.87 versus an opening of 35.94 — a mere -0.2% change over the full span. Yet that tranquil headline obscured a turbulent journey: the maximum drawdown reached 14.4%, and single sessions produced moves of up to 5.1%. Seven decision points were embedded across the replay, with three flagged as critical junctures where directional bias and position sizing carried heightened consequence.
The educational value lies in what the correction reveals about process rather than outcome. Navigating a 14.4% drawdown tests whether a trader sticks to pre-defined rules or reacts emotionally to intraday spikes. The three critical moments demand disciplined risk calibration — position sizes that survive volatility without forced liquidation. This replay trains the muscle of executing a plan through uncertainty, a skill transferable beyond any single market cycle.