TA-35 Downtrend Replay (1993-11-10 to 1993-12-01)
Replay a 1993 TA-35 correction across 30 daily bars, watching the index move from 225.99 to 242.64 with an 8.4% drawdown. Step through seven decision points, receive an AI coach review of each call, and learn how drawdowns actually unfolded in simulated capital only.
30 daily bars · 7 decision points · 1993-10 to 1993-12 · Stocks
Key facts
This window spans 50 days with a peak-to-trough drawdown of 8.4% and a 14.0% run-up.
- Max drawdown
- −8.4%
- Max run-up
- +14.0%
- Duration
- 50 days
- Largest single-day move
- −3.2%
- 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 Israeli TA-35 index entered a correction phase in late October 1993, offering traders a demanding historical replay across 30 daily bars. Participants faced the challenge of navigating from 225.99 to 242.64 while managing an 8.4% maximum drawdown and 3.2% single-bar volatility swings. The scenario unfolds over seven decision points, three deemed critical by the AI coach, testing participants' ability to read market signals and manage risk through a genuine 1990s correction pattern.
Despite the 7.4% overall gain from start to finish, the path was anything but smooth. The index swung through significant intraday moves that could trigger emotional responses or protective stops. The 8.4% drawdown tested whether participants could hold positions through adverse moves or would capitulate prematurely. This correction reminds us that trending outcomes rarely arrive in straight lines.
The three critical decision points likely tested entry timing, position management during drawdown, and conviction in the directional thesis. This replay teaches that process discipline matters more than outcome luck. Participants learn to accept temporary losses as part of navigating corrections, maintain psychological resilience when positions move against them, and trust their analysis through volatility rather than reacting to noise. Historical accuracy ensures the lesson reflects how drawdowns actually unfolded in that era.
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