TA-35 Uptrend Replay (2000-01-31 to 2000-03-06)
Replay 42 trading days of the TA-35 index climbing 8.6% from 490.05 to 532.43 between January and March 2000. Walk through each authentic session, tackle 8 decision points with 3 critical junctures, and receive an AI coach review of every choice you make.
42 daily bars · 8 decision points · 2000-01 to 2000-03 · Stocks
Key facts
This window spans 72 days with a peak-to-trough drawdown of 7.3% and a 17.0% run-up.
- Max drawdown
- −7.3%
- Max run-up
- +17.0%
- Duration
- 72 days
- Largest single-day move
- +3.1%
- Bars
- 42 Daily bars
- Decision points
- 8
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) serves as Israel's primary equity benchmark, tracking the 35 most liquid stocks on the Tel Aviv Stock Exchange. This replay transports you to early 2000, a period when markets were processing post-Y2K sentiment while navigating an economy increasingly intertwined with global technology dynamics. Participants face the challenge of capturing upside momentum while managing an index vulnerable to regional geopolitical currents and shifting international capital flows. The stakes are clear: demonstrate disciplined decision-making under conditions where conviction and caution must be carefully balanced.
Over 42 trading days spanning January 11 to March 23, 2000, the TA-35 climbed 8.6% from 490.05 to 532.43. The journey proved far from linear—a maximum drawdown of 7.3% tested conviction, while the largest single-bar move of 3.1% demanded quick assessment of whether momentum was breaking down or merely experiencing healthy consolidation. Eight decision points punctuated this ascent, with three emerging as critical junctures where directional calls would define performance outcomes. The scenario presents this authentic volatility profile, allowing participants to experience the texture of an uptrend that rewarded patience while punishing impulsive reactions.
This replay sharpens three competencies essential for active equity management. Position sizing discipline becomes paramount: a 7.3% pullback on an oversized position can transform a winning thesis into a margin-call catastrophe, reminding participants that volatility itself demands capital reservation. Contextual judgment matters equally—a 3.1% single-bar swing means nothing without understanding whether it reflects structural shift or temporary noise, training participants to withhold reflexive action. Most critically, the three critical junctures serve as psychological stress tests, revealing whether conviction survives temporary adversity or collapses under short-term pressure. Mastery here isn't about predicting every move; it's about maintaining systematic composure when the market tests resolve.