TA-35 Downtrend Replay (1994-02-24 to 1994-03-14)
Replay a 10.6% decline across 30 authentic daily bars from the 1994 TA-35 correction, navigating 7 decision points with 3 marked critical. You step through each session, make calls on simulated capital, and receive an AI coach review.
30 daily bars · 7 decision points · 1994-02 to 1994-03 · Stocks
Key facts
This window spans 50 days with a peak-to-trough drawdown of 18.1% and a 8.7% run-up.
- Max drawdown
- −18.1%
- Max run-up
- +8.7%
- Duration
- 50 days
- Largest single-day move
- +6.8%
- 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 TA-35 index, Israel's flagship stock market benchmark, faced a significant correction in early 1994. This replay transports traders to the Israeli equities market during February and March of 1994, a period when global emerging markets were adjusting to shifting interest rate expectations and regional geopolitical dynamics. Participants navigate 30 authentic daily bars, confronting the psychological and analytical challenges of a sustained downtrend.
The index declined from 237.29 to 212.21, representing a total correction of -10.6%. The journey was not linear—volatility spiked with a largest single-bar move of 6.8%, and peak-to-trough drawdown reached 18.1%. Throughout this 30-bar sequence, traders faced 7 decision points, 3 of which were marked as critical moments requiring careful assessment of risk and market structure.
This correction scenario exposes critical vulnerabilities in trading psychology. Participants confront the tension between premature position liquidation and the temptation to hold losing assets through deteriorating conditions. The 18.1% max drawdown forces realistic position sizing discussions, while the 6.8% intrabar spikes test whether traders have pre-defined exit criteria. Successfully navigating the 3 critical decision points requires balancing systematic risk management with the flexibility to adapt when market structure breaks down.
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