TA-35 Downtrend Replay (1993-04-15 to 1993-06-28)
Relive the 1993 TA-35 correction as the index slid from 209.87 to 190.95, a 9.0% decline. Replay each trading day, tackle 11 decision points, and receive an AI coach review of your simulated choices.
94 daily bars · 11 decision points · 1993-03 to 1993-08 · Stocks
Key facts
This window spans 161 days with a peak-to-trough drawdown of 17.0% and a 7.4% run-up.
- Max drawdown
- −17.0%
- Max run-up
- +7.4%
- Duration
- 161 days
- Largest single-day move
- +6.2%
- Bars
- 94 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
The Israeli TA-35 index entered a significant correction phase between April 15 and June 28, 1993, a period that tested the resolve of traders navigating the early 1990s market. During these roughly ten weeks spanning 94 trading days, the index experienced heightened volatility as investors reassessed positions following prior gains. The market backdrop—characterized by economic uncertainty and shifting sentiment—made this period particularly challenging for decision-making, with 11 distinct decision points emerging throughout the correction, including 4 critical junctures where choices carried substantial consequences.
The numbers tell the story of a grinding decline: the index retreated from 209.87 to 190.95, representing a 9.0% loss, though the actual trading experience proved far more turbulent. Maximum drawdown reached 17.0%, and individual sessions could swing as much as 6.2%, creating an environment where maintaining composure proved as important as technical analysis. These statistics capture not merely price movement but the psychological toll of navigating sustained downward pressure across the decade's market landscape.
This historical episode offers valuable lessons for developing disciplined trading processes. Managing risk through volatile corrections demands adherence to predefined exit strategies and position sizing rules that prevent emotional reactions to short-term losses. The psychological dimension—staying objective when facing paper losses and avoiding panic selling at market bottoms—distinguishes skilled practitioners from impulsive ones. Replaying this correction with simulated capital at stake provides the intensity needed to internalize these principles, transforming historical data into practical expertise.
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