ADX Downtrend Replay (2020-09-02 to 2020-09-23)
Step into an authentic ADX correction spanning 2020-08-21 to 2020-10-02, where prices fell 7.7% from peak at a max single-bar swing of 4.2%. Replay each session, react to 7 decision points (3 critical), and receive AI coach feedback in a simulated, educational environment.
30 daily bars · 7 decision points · 2020-08 to 2020-10 · Stocks
Key facts
This window spans 42 days with a peak-to-trough drawdown of 7.7% and a 5.8% run-up.
- Max drawdown
- −7.7%
- Max run-up
- +5.8%
- Duration
- 42 days
- Largest single-day move
- −4.2%
- 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 Exchange (ADX) entered a correction phase during the autumn of 2020, a period when regional markets were adapting to post-pandemic volatility and fluctuating oil dynamics. This replay spans 30 trading days from 2020-08-21 to 2020-10-02, placing participants directly into the decision-making pressures of that moment. The scenario presents a realistic 7.7% decline from peak levels, testing participants' ability to manage risk during a sustained downward move while maintaining disciplined position sizing.
The market ultimately closed the period at 114.01, representing a modest -1.7% decline from the opening 116.02, but not before experiencing a maximum drawdown of 7.7%. The largest single trading day saw a 4.2% swing, illustrating the volatility that often accompanies correction phases. Seven decision points are embedded throughout the dataset, with three designated as critical junctures where directional conviction and risk calibration become paramount.
This correction scenario trains participants to distinguish between temporary market noise and genuine trend deterioration. By replaying authentic price action, learners practice sizing positions against measured drawdown scenarios rather than emotional reactions. The experience develops psychological resilience, showing that navigating corrections requires both systematic risk management and the discipline to avoid premature exits driven by fear.