TA-35 Uptrend Replay (2000-05-24 to 2000-07-05)
Replay a 9.9% TA-35 uptrend across 48 daily bars drawn from authentic 2000 market data. Work through nine decision points, including three critical calls, and receive an AI coach review of every simulated choice.
48 daily bars · 9 decision points · 2000-04 to 2000-07 · Stocks
Key facts
This window spans 89 days with a peak-to-trough drawdown of 6.0% and a 17.4% run-up.
- Max drawdown
- −6.0%
- Max run-up
- +17.4%
- Duration
- 89 days
- Largest single-day move
- +5.1%
- Bars
- 48 Daily bars
- Decision points
- 9
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 (2000-01-31 to 2000-03-06)2000 · Lv.3
- TA-35 Uptrend Replay (2001-06-21 to 2001-07-26)2001 · Lv.2
- TA-35 Uptrend Replay (2004-02-04 to 2004-04-20)2003 · Lv.2
- TA-35 Uptrend Replay (2002-11-04 to 2002-12-02)2002 · Lv.3
- TA-35 Uptrend Replay (2004-05-17 to 2004-07-05)2004 · Lv.1
- TA-35 Uptrend Replay (2003-06-10 to 2003-07-02)2003 · Lv.3
Event Replay
What happened — and what it teaches
In the spring of 2000, the Tel Aviv Stock Exchange's TA-35 index offered a compelling case study in sustained upward momentum. Over 48 daily bars spanning late April through late July of that year, traders and investors faced the challenge of participating in a measured advance while managing the inherent turbulence of a market in motion. The authentic dataset captures every nuance of this period, presenting participants with nine distinct decision points—three of which demand particularly careful judgment. The task is straightforward yet demanding: navigate a 9.9% uptrend without capitulating to either premature caution or reckless aggression.
The numbers tell a story of steady appreciation punctuated by volatility. The index climbed from 492.91 to 541.56, delivering that 9.9% return. Yet the journey was not linear. A maximum drawdown of 6.0% tested resolve, and at least one session delivered a 5.1% single-bar swing—movements that could easily unsettle even disciplined practitioners. Nine decision points embedded throughout the replay force participants to act with incomplete information, as they would have in real time. Three critical junctures stand out as particularly instructive for honing judgment under pressure.
This replay excels as a training ground for process discipline. Participants must practice sizing positions, setting appropriate stops, and managing risk without the benefit of hindsight. The psychological dimension looms large: enduring a 6.0% pullback while the trend remains intact separates skilled practitioners from reactive ones. By confronting authentic 2000 market data, learners develop the emotional regulation and strategic consistency essential for long-term participation in any market environment.