TA-35 Uptrend Replay (1994-07-04 to 1994-08-10)
Replay 46 trading days of the 1994 TA-35 boom, where prices swung through an 18.2% drawdown yet clawed back nearly all losses. Step through each session, face nine decision points, and receive an AI coach review of your simulated choices.
46 daily bars · 9 decision points · 1994-06 to 1994-09 · Stocks
Key facts
This window spans 80 days with a peak-to-trough drawdown of 18.2% and a 28.1% run-up.
- Max drawdown
- −18.2%
- Max run-up
- +28.1%
- Duration
- 80 days
- Largest single-day move
- −7.9%
- Bars
- 46 Daily bars
- Decision points
- 9
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 summer of 1994 found Israeli investors navigating one of the TA-35's most turbulent periods. Spanning 46 trading days from mid-June through early September, this replay captures the essence of a boom market that refused to move in a straight line. For participants stepping into this historical reconstruction, the central tension was clear: how do you capture upside while protecting capital during violent reversals?
The headline outcome—close at 187.47 ending at 184.96, a mere -1.3%—belies the journey. Within those 46 daily bars, the index endured an 18.2% maximum drawdown and weathered single-day swings of 7.9%. Nine decision points dotted the calendar, three of them demanding critical choices that could swing outcomes dramatically. The market's path was neither straight nor forgiving.
This replay excels as a training ground for process discipline. The gap between modest final losses and brutal intermediate drawdowns tests whether trainees can separate outcome from decision quality. Managing through an 18.2% pullback without abandoning sound methodology, and sizing positions ahead of 7.9% single-bar moves, separates prepared traders from reactive ones. Psychology matters as much as analysis here.
The TA-35's 1994 journey reminds us that surviving volatility is distinct from predicting it. Nine decision points across 46 days offer repeated practice in calibrating risk, maintaining conviction under pressure, and learning that near-zero final losses can mask considerable turbulence. History rarely offers clean narratives—only instructive ones.
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