TA-35 Downtrend Replay (1994-05-02 to 1994-06-06)
Replay the 1994 Israeli TA-35 collapse as it slid from 214.55 to 170.92, a 20.3% slide across 40 daily bars. You will step through each authentic trading day, face 7 decision points including 3 critical ones, and receive an AI coach review of your choices in a simulated, educational environment.
40 daily bars · 7 decision points · 1994-04 to 1994-06 · Stocks
Key facts
This window spans 75 days with a peak-to-trough drawdown of 24.4% and a 7.9% run-up.
- Max drawdown
- −24.4%
- Max run-up
- +7.9%
- Duration
- 75 days
- Largest single-day move
- −5.3%
- Bars
- 40 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 the 1990s as a barometer of the nation's technology-driven economic expansion. By early April 1994, the market had developed considerable optimism after years of steady growth. This replay transports you to the authentic trading environment of that period, where geopolitical uncertainty and global market contagion were beginning to challenge assumptions about Israeli equity resilience.
Between April 7 and June 21, 1994, the TA-35 executed a sustained decline from 214.55 to 170.92, representing a -20.3% contraction over 40 daily bars. The journey featured a maximum drawdown of 24.4% and included several volatile sessions, with the largest single-day swing reaching 5.3%. Participants navigate this deterioration through 7 decision points, 3 of which present elevated difficulty, mirroring the high-stakes choices investors faced as the correction unfolded in real time.
The scenario isolates core competencies for surviving extended drawdowns: distinguishing between structural shifts and temporary overshoots, calibrating position sizing against measured volatility, and maintaining disciplined risk protocols when portfolio value erodes daily. These historical bars serve as a training ground for examining decision-making under uncertainty, anchoring the experience in documented market behavior rather than theoretical models.
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