TA-35 Uptrend Replay (1995-11-14 to 1996-01-04)
Replay 62 trading days from October 1995 through January 1996 as the TA-35 climbs from 201.31 to 219.18, an 8.9 percent move. Walk through every session, tackle 11 decision points including 4 critical ones, and receive an AI coach review of your simulated choices.
62 daily bars · 11 decision points · 1995-10 to 1996-01 · Stocks
Key facts
This window spans 106 days with a peak-to-trough drawdown of 6.1% and a 17.9% run-up.
- Max drawdown
- −6.1%
- Max run-up
- +17.9%
- Duration
- 106 days
- Largest single-day move
- +3.7%
- Bars
- 62 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 Tel Aviv 35 Index (TA-35) sits at the intersection of regional geopolitics and emerging-market growth as it enters the final quarter of 1995. Israel's stock market, still maturing in the 1990s, was navigating post-election dynamics and evolving investor sentiment across global exchanges. Participants replaying this period face a market climbing steadily but interrupted by volatility—a microcosm of the risk-reward tension that defines equity investing in any decade.
Over the 62 trading days from October 1995 through January 1996, the TA-35 advances from 201.31 to 219.18, recording an 8.9 percent total return. The journey includes a maximum drawdown of 6.1 percent and a largest single-bar move of 3.7 percent, reminding traders that upward trends rarely proceed in straight lines. Eleven decision points punctuate the replay, with 4 critical junctures demanding explicit directional choices—forcing participants to commit positions rather than observe passively.
This replay sharpens decision-process discipline under uncertainty. The 6.1 percent drawdown tests whether participants can endure temporary losses within a net-positive trajectory, reinforcing position-sizing and risk-tolerance frameworks. The 3.7 percent single-session volatility acts as a stress test for emotional regulation, illustrating how intraday spikes can trigger reactive decisions that undermine long-term strategy. By confronting 11 moments requiring real commitment, traders build the habits of pre-planning, review and adaptive thinking that transfer across instruments and eras.
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