TA-35 Uptrend Replay (1992-11-09 to 1993-01-19)
Replay an Israeli TA-35 uptrend climbing 15.1% across a 1992–1993 window. Walk through 96 daily bars and 11 decision points, feeling each 4.4% swing and 15.2% drawdown while our AI coach reviews every choice in this simulated educational market-replay.
96 daily bars · 11 decision points · 1992-10 to 1993-03 · Stocks
Key facts
This window spans 152 days with a peak-to-trough drawdown of 15.2% and a 26.4% run-up.
- Max drawdown
- −15.2%
- Max run-up
- +26.4%
- Duration
- 152 days
- Largest single-day move
- −4.4%
- Bars
- 96 Daily bars
- Decision points
- 11
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
In late 1992, the Israeli TA-35 index presented traders with a classic uptrend challenge during a period of economic transition in Israel. The dataset spans 96 daily bars from October 1992 through March 1993, capturing a market navigating post-election optimism and regional tensions. Eleven decision points were embedded throughout this historical window, four of which demanded critical choices about position sizing and trend commitment. For participants in this replay, the stakes centered on understanding how to navigate a 15.1% advance without abandoning disciplined risk management.
The index climbed from 178.04 to 205, delivering a net gain of 15.1% over the replay period. Yet this trajectory proved anything but smooth. Participants encountered a maximum drawdown of 15.2%—meaning the journey included periods where paper profits vanished entirely. The largest single-bar move of 4.4% tested emotional resilience, as traders watched double-digit percentage swings in individual sessions. Those who maintained positions through volatility captured the trend; those who reacted to short-term spikes or troughs faced whipsaw losses that complicated their end-state performance.
This replay sharpens decision training by forcing participants to confront the psychological tension between trend following and risk preservation. The 15.2% drawdown illustrates how a profitable strategy can feel unbearable in real time. The 4.4% single-day moves reveal that volatility clusters challenge even well-reasoned entries. By experiencing these dynamics without real capital at stake, learners develop emotional scripts for when history inevitably repeats similar pressure points on live markets.
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