ADX Downtrend Replay (2021-11-19 to 2021-12-20)
Replay an ADX downtrend stretching from November 2021 to January 2022, capturing a 10.8% max drawdown across 42 daily bars. Step through each session, navigate 8 decision points, and receive an AI coach review of your simulated choices.
42 daily bars · 8 decision points · 2021-11 to 2022-01 · Stocks
Key facts
This window spans 61 days with a peak-to-trough drawdown of 10.8% and a 5.2% run-up.
- Max drawdown
- −10.8%
- Max run-up
- +5.2%
- Duration
- 61 days
- Largest single-day move
- −3.9%
- Bars
- 42 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.
Event Replay
What happened — and what it teaches
The Abu Dhabi Securities Exchange (ADX) entered a correction phase in late 2021, transitioning from steady gains into a period of sustained downward pressure. From November 2021 through early January 2022, traders and investors holding ADX positions faced a classic challenge: distinguishing temporary weakness from the early stages of a more serious reversal. With regional markets sensitive to oil price swings, global risk sentiment, and corporate earnings cycles, the stakes were high for anyone managing exposure through year-end. This replay scenario captures that uncertainty, inviting participants to navigate 42 daily bars of authentic price action as the situation unfolded in real time.
The data tells a story of modest decline with sharper underlying volatility. The index closed the period at 175.55, down from an opening near 180.73, representing a net correction of -2.9%. Beneath that headline figure lay a more turbulent journey: the maximum drawdown reached 10.8% at its worst point, and individual sessions saw single-day moves of up to 3.9%. Across the 42 daily bars, participants encountered 8 decision points—3 of them critical junctures where positioning choices could significantly alter outcomes. Every bar, every cross, every failed bounce became a moment for deliberate choice rather than passive observation.
This replay is designed to train three core competencies. First, process discipline: following a defined framework when every instinct screams to act. Second, risk calibration: understanding that a -2.9% net loss can mask 10.8% of temporary impairment, and sizing positions accordingly. Third, psychological resilience: resisting the temptation to average down blindly or exit at the worst possible moment. By stepping through each session with simulated capital, learners build muscle memory for the very pressures that derailed real portfolios during this ADX correction. History, after all, is the best teacher—when you can replay it.