TA-35 Uptrend Replay (1995-04-03 to 1995-09-07)
Replay 150 trading days of the Israeli TA-35 from February to November 1995, when the index climbed 16.0% while enduring a 13.6% drawdown. Step through each daily bar, tackle 11 decision points, and receive an AI coach review on your simulated choices.
150 daily bars · 11 decision points · 1995-02 to 1995-11 · Stocks
Key facts
This window spans 276 days with a peak-to-trough drawdown of 13.6% and a 46.0% run-up.
- Max drawdown
- −13.6%
- Max run-up
- +46.0%
- Duration
- 276 days
- Largest single-day move
- −5.0%
- Bars
- 150 Daily bars
- Decision points
- 11
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 enters 1995 amid a transformative decade for Israeli markets. From February to November 1995, 150 trading days present a rich canvas for replay training. This was a period of economic modernization in Israel, where the stock market played an increasingly central role in capital allocation and investor participation. The market backdrop included growing institutional involvement and evolving regulatory frameworks, setting the stage for a dynamic trading environment.
The index climbed from 165.34 to 191.82, delivering a 16.0% gain over the full data span. The journey was far from linear—a maximum drawdown of 13.6% tested the resolve of any participant holding through volatility. The largest single-day swing reached 5.0%, a reminder that sharp reversals can materialize without warning, even within a broader uptrend. This combination of solid gains and meaningful setbacks creates authentic tension for decision-makers.
Navigating this environment demanded disciplined position management and emotional steadiness. With 11 decision points embedded across the replay—4 flagged as critical—participants confront realistic trade-offs between conviction and caution. The core lesson centers on distinguishing between temporary price noise and meaningful trend shifts, all while maintaining risk discipline through inevitable drawdowns. This scenario exemplifies why historical market replay serves as a powerful training ground: it strips away hindsight bias and forces genuine engagement with incomplete information.
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