TA-35 Uptrend Replay (1998-01-12 to 1998-06-08)
Replay the Israeli TA-35 index across 150 daily bars from 1997-11-06 to 1998-08-05, navigating an 8.0% climb with a 10.9% max drawdown. Work through 11 decision points including 4 critical ones, face each session, and receive an AI coach review of your simulated choices.
150 daily bars · 11 decision points · 1997-11 to 1998-08 · Stocks
Key facts
This window spans 272 days with a peak-to-trough drawdown of 10.9% and a 29.9% run-up.
- Max drawdown
- −10.9%
- Max run-up
- +29.9%
- Duration
- 272 days
- Largest single-day move
- −6.9%
- 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 entered late 1997 with the country navigating a complex economic landscape. Between November 1997 and August 1998, this market replay spans 150 daily bars, placing participants directly into the 1990s boom environment. The task: steer through an 8.0% net climb while managing the psychological pressure of a 10.9% maximum drawdown and eleven decision points, four of them critical.
The index rose from 295.3 to 318.79 over the period, delivering an 8.0% gain that looked modest on paper but felt anything but steady in real time. A 10.9% maximum drawdown meant participants experienced significant unrealized losses during the journey. The market threw a 6.9% single-bar move at least once, testing conviction and risk management simultaneously. Those eleven decision points forced repeated reassessments of position sizing, entry timing, and exit discipline.
This replay sharpens three core skills. First, process discipline: following a plan matters more than chasing results in volatile conditions. Second, risk calibration: a 10.9% drawdown can psychologically derail even sound strategies, so position sizing and stop-loss logic must be predetermined. Third, emotional regulation: the largest single-bar move of 6.9% tests whether fear or greed drives decisions when volatility spikes. Historical data cannot predict future returns, but mastering these decision moments shapes durable trading behavior.