TA-35 Uptrend Replay (1998-10-08 to 1999-01-06)
Replay the Israeli TA-35 from August 1998 to February 1999 across 102 daily bars, navigating an uptrend that still endured a 24.4% drawdown. Step through each decision point, weigh your choices, and receive an AI coach review in this simulated training environment.
102 daily bars · 11 decision points · 1998-08 to 1999-02 · Stocks
Key facts
This window spans 185 days with a peak-to-trough drawdown of 24.4% and a 28.5% run-up.
- Max drawdown
- −24.4%
- Max run-up
- +28.5%
- Duration
- 185 days
- Largest single-day move
- +4.7%
- Bars
- 102 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 in late 1998 presented traders with a complex challenge. As the Tel Aviv Stock Exchange's benchmark, the TA-35 was navigating the aftermath of global market turbulence while the Israeli economy faced its own pressures. Over 102 trading days spanning August 1998 to February 1999, participants had to navigate what would prove to be an uptrend punctuated by severe intraday swings. With 11 decision points, including 4 marked as critical, every entry and exit carried weight in this educational simulation.
The index closed the period at 307.36, down 6.1% from its starting level of 327.5—a seemingly disappointing outcome that masks the true volatility experienced. The journey included a maximum drawdown of 24.4%, testing even disciplined traders, while the largest single-bar move of 4.7% could have stopped out or shaken weaker hands. This was not a straight-line advance; it was a volatile path with sharp reversals that rewarded process over prediction.
This replay trains traders to maintain conviction during extended drawdowns. A 24.4% peak-to-trough decline tests risk management discipline, while the 4.7% single-bar volatility demands emotional resilience. Success here requires trusting systematic approaches rather than reacting to short-term fluctuations. The scenario illustrates that even directional plays require robust position sizing and acceptance of temporary losses as part of the learning process.
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