ADX Uptrend Replay (2013-04-18 to 2013-05-17)
Replay a 44-day ADX uptrend from April to June 2013, where the index moved just 1.4% amid a 6.3% drawdown. Step through each trading day, make your own calls at 8 decision points, and receive AI coach feedback in a fully simulated educational environment.
44 daily bars · 8 decision points · 2013-04 to 2013-06 · Stocks
Key facts
This window spans 62 days with a peak-to-trough drawdown of 6.3% and a 11.1% run-up.
- Max drawdown
- −6.3%
- Max run-up
- +11.1%
- Duration
- 62 days
- Largest single-day move
- −4.2%
- Bars
- 44 Daily bars
- Decision points
- 8
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.
Related scenarios
- ADX Uptrend Replay (2014-02-03 to 2014-04-09)2013 · Lv.1
- ADX Uptrend Replay (2013-10-09 to 2013-11-15)2013 · Lv.1
- ADX Uptrend Replay (2013-06-24 to 2013-08-01)2013 · Lv.1
- ADX Uptrend Replay (2012-07-12 to 2012-09-14)2012 · Lv.1
- ADX Uptrend Replay (2015-03-26 to 2015-06-01)2015 · Lv.3
- ADX Uptrend Replay (2011-04-18 to 2011-05-18)2011 · Lv.2
Event Replay
What happened — and what it teaches
The Abu Dhabi Exchange (ADX) in the spring of 2013 presented traders with a deceptively challenging scenario. Over 44 daily bars spanning April to early June, the index attempted an uptrend that would test the patience and discipline of even seasoned participants. With the market oscillating between hope and hesitation, every session brought fresh questions about direction and risk. The scenario captures a period where the macro narrative supported optimism, yet the price action refused to cooperate.
The numbers tell a story of frustration masked as progress. The index closed at 45.2 and eventually reached 45.82, representing a modest 1.4% gain. Yet this figure obscures a turbulent journey: a maximum drawdown of 6.3% tested stop-loss discipline, while a largest single-bar move of 4.2% created moment-to-moment pressure to react. Across eight decision points—three of them critical—participants had to navigate false breakouts, reversals, and the psychological weight of watching gains evaporate repeatedly.
This replay exposes a fundamental truth about market participation: direction and profitability are not synonymous. The scenario trains decision-makers to distinguish between prediction and process, to manage risk when outcomes remain uncertain, and to maintain psychological equilibrium when the market offers neither clear momentum nor easy exits. Eight decision points force learners to commit repeatedly without the comfort of hindsight, building the habits that separate disciplined operators from reactive gamblers.
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