TA-35 Downtrend Replay (2000-08-28 to 2000-10-12)
Replay Israel's TA-35 through a 20.3% drawdown across 54 daily bars from August to early November 2000. Step through each session, face critical decision points, and receive an AI coach review of your choices in this simulated historical training exercise.
54 daily bars · 10 decision points · 2000-08 to 2000-11 · Stocks
Key facts
This window spans 97 days with a peak-to-trough drawdown of 20.3% and a 11.6% run-up.
- Max drawdown
- −20.3%
- Max run-up
- +11.6%
- Duration
- 97 days
- Largest single-day move
- −8.0%
- Bars
- 54 Daily bars
- Decision points
- 10
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
In August 2000, Israel's TA-35 index operated amid global tech sector turbulence that would soon reshape Middle Eastern equity markets. The period from August 1 to November 6, 2000 marks a significant correction phase spanning 54 daily bars—a span that placed participants directly into unfolding market stress without the benefit of hindsight. This replay captures the tension between index resilience and underlying vulnerability during a formative decade for Israeli finance.
The headline close shows 525.58 declining to 503.38, a -4.2% fall that barely reflects the true turbulence beneath the surface. Maximum drawdown reached 20.3%, with individual sessions moving as dramatically as 8.0%. Participants confronted 10 decision points across this span, including 4 critical moments where positioning choices could have meaningfully altered portfolio trajectories. The correction unfolded as a series of inflection points rather than a single event.
This replay develops the ability to distinguish between apparent stability and latent risk—a crucial skill when headline returns obscure deeper volatility. Facing a 20.3% drawdown in simulated conditions trains emotional discipline and forces honest assessment of risk tolerance. The 4 critical decision points become laboratories for testing whether process or emotion drives choices under pressure, building the psychological resilience essential for sustained participation in volatile markets.