ADX Uptrend Replay (2022-03-14 to 2022-03-29)
Replay a 9.1% drawdown ADX rally from February 28 to April 8, 2022, across 30 daily bars. Step through each session, face seven decision points with three marked critical, and receive an AI coach review of every simulated choice for educational insight.
30 daily bars · 7 decision points · 2022-02 to 2022-04 · Stocks
Key facts
This window spans 39 days with a peak-to-trough drawdown of 9.1% and a 16.9% run-up.
- Max drawdown
- −9.1%
- Max run-up
- +16.9%
- Duration
- 39 days
- Largest single-day move
- −6.7%
- 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 complex uptrend phase between late February and early April 2022, a period when global markets were navigating post-pandemic recovery dynamics and evolving risk sentiment. This replay scenario presents 30 daily bars of authentic ADX price action, challenging participants to navigate a market that ultimately closed the period with a modest -1.0% decline while experiencing an intraperiod max drawdown of 9.1%. The scenario contains seven decision points, three of which are flagged as critical inflection moments where directional assumptions faced their sternest tests.
What unfolded across these 30 trading sessions was a textbook example of how sustained rallies can conceal significant underlying volatility. The index moved from 160.29 to 158.74, with the largest single session generating a 6.7% swing. This combination of modest net decline against substantial intermediate swings created an environment where trend-following strategies faced repeated noise, while counter-trend approaches risked being caught in sharp mean-reversion traps. The 9.1% drawdown tested the conviction of even measured participants.
For decision training purposes, this scenario excels at exposing the gap between market analysis and execution psychology. Participants must practice distinguishing between temporary drawdowns within a still-valid trend structure and genuine trend breakdowns—a distinction that separates disciplined risk management from reactive panic selling. The three critical decision points force explicit commitment under uncertainty, building the muscle memory needed when real capital is at stake. The experience teaches that surviving 9.1% drawdowns within a broader -1.0% outcome requires both methodological rigor and emotional composure.