TA-35 Downtrend Replay (1994-12-22 to 1995-01-24)
Replay Israel's TA-35 index through a 13.7% drawdown across 38 trading days ending February 1995. You step through each session, face 7 decision points (3 critical), and receive an AI coach review of your choices on simulated capital.
38 daily bars · 7 decision points · 1994-12 to 1995-02 · Stocks
Key facts
This window spans 64 days with a peak-to-trough drawdown of 13.7% and a 12.9% run-up.
- Max drawdown
- −13.7%
- Max run-up
- +12.9%
- Duration
- 64 days
- Largest single-day move
- +7.4%
- Bars
- 38 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
Israel's TA-35 index entered a correction phase during the 1990s, spanning from late 1994 into early 1995. This replay scenario captures a market in retreat, where participants navigate declining prices across 38 trading days. The historical context provides a high-stakes training ground for managing downside risk and making disciplined decisions when portfolio values are under pressure.
The index closed the data span at 164.38, a net change of just -0.1% from an opening of 164.59, yet this deceptively modest headline figure concealed a more turbulent underlying reality. Participants faced a maximum drawdown of 13.7% during the period, with the largest single-bar move reaching 7.4%. The scenario presented 7 decision points, of which 3 were designated critical junctions where directional choices carried heightened consequence. Navigating these inflection points tested both analytical judgment and emotional composure.
This replay teaches that surviving a correction requires more than predicting direction—it demands rigorous process adherence under psychological strain. The gap between headline stability and actual drawdown underscores how quickly paper losses accumulate, making position sizing and risk calibration essential disciplines. Participants learn to distinguish between temporary volatility and structural breakdown, while confronting the emotional temptation to exit at the worst moment. The scenario's value lies not in achieving perfect foresight, but in building the habits of disciplined risk management that preserve capital through challenging market phases.
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