ADX Uptrend Replay (2022-05-11 to 2022-06-02)
Replay an authentic ADX uptrend window spanning 32 daily bars from April 28 to June 13, 2022, including a 12.7% drawdown. Step through seven decision points day-by-day with simulated capital, then receive an AI coach review of each call.
32 daily bars · 7 decision points · 2022-04 to 2022-06 · Stocks
Key facts
This window spans 46 days with a peak-to-trough drawdown of 12.7% and a 11.3% run-up.
- Max drawdown
- −12.7%
- Max run-up
- +11.3%
- Duration
- 46 days
- Largest single-day move
- −5.8%
- Bars
- 32 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) in the 2020s presents a demanding replay window from April 28 to June 13, 2022, spanning 32 daily bars of authentic market data. This period captures a volatile uptrend where participants must navigate shifting momentum while managing exposure across seven decision points, three of which are critical inflection moments. The stakes involve disciplined capital allocation under uncertainty, testing both analytical skill and emotional composure in a realistic trading environment.
The market opened at 160.45 and ultimately closed at 147.77, delivering a -7.9% net decline over the full window. Participants confronted a maximum drawdown of 12.7% and the largest single-bar move reached 5.8%, creating sharp reversals that tested risk management discipline. Volatility dominated the period, transforming what initially appeared to be an uptrend opportunity into a challenging exercise in loss avoidance and position management.
This replay hones the ability to distinguish between short-term noise and genuine trend shifts under pressure. Handling the 12.7% drawdown without abandoning process mirrors real-world portfolio stress, while the 5.8% intrabar swings demand clear pre-commitment to exit criteria. The three critical decision points force deliberate choices rather than reactive impulses, reinforcing that sound decision training prioritizes process consistency over outcome prediction. Participants emerge with sharper risk calibration and psychological resilience for comparable market conditions.