TA-35 Uptrend Replay (1999-02-10 to 1999-05-13)
Replay Israel's TA-35 climbing from 308.9 to 422.76 over a 94-day span ending June 28, 1999. Walk through 11 decision points day by day, face 4 critical junctures, and receive an AI coach review of each call you make, with simulated capital only.
94 daily bars · 11 decision points · 1998-12 to 1999-06 · Stocks
Key facts
This window spans 180 days with a peak-to-trough drawdown of 8.2% and a 45.0% run-up.
- Max drawdown
- −8.2%
- Max run-up
- +45.0%
- Duration
- 180 days
- Largest single-day move
- +4.8%
- Bars
- 94 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.
Related scenarios
- TA-35 Uptrend Replay (1998-10-08 to 1999-01-06)1998 · Lv.3
- TA-35 Uptrend Replay (1999-10-18 to 2000-01-03)1999 · Lv.4
- TA-35 Uptrend Replay (1998-01-12 to 1998-06-08)1997 · Lv.2
- TA-35 Uptrend Replay (1997-03-24 to 1997-08-06)1997 · Lv.3
- TA-35 Uptrend Replay (1996-10-14 to 1997-02-18)1996 · Lv.3
- TA-35 Uptrend Replay (2001-10-03 to 2002-01-07)2001 · Lv.3
Event Replay
What happened — and what it teaches
The TA-35 index in Israel during the late 1990s represents a fascinating case study in equity momentum. This replay covers the period from February 10, 1999 to May 13, 1999, a span within the broader data window of 1998-12-30 to 1999-06-28. Participants enter a bullish environment tagged as a "boom" period, navigating an uptrend that tested conviction and risk management across 11 decision points, including 4 critical junctures. The stage is set for understanding how sustained advances unfold and where judgment matters most.
The index climbed from 308.9 to 422.76, delivering a 36.9% return over the 94-day observation window. Yet the path was not linear. Traders faced an 8.2% maximum drawdown and navigated a 4.8% largest single-bar move, adding layers of complexity to maintaining directional exposure. The decade of the 1990s rewarded those who could weather intraday turbulence while keeping their strategic eye on the primary trend.
This scenario sharpens skills in trend management, drawdown tolerance, and disciplined execution under uncertainty. The boom classification demands psychological resilience when volatility spikes, forcing traders to balance momentum conviction against the emotional weight of potential reversals. Each decision point serves as a practical laboratory for testing position sizing, entry timing, and exit discipline—core competencies that transfer across markets and eras.