TA-35 Downtrend Replay (2000-12-18 to 2001-01-08)
Replay Israel's TA-35 correction from November 2000 to January 2001, where the index slid -3.6% across 30 daily bars with a 10.8% max drawdown. Walk through each session, make choices at 7 decision points, and receive an AI coach review of your reasoning in this simulated training environment.
30 daily bars · 7 decision points · 2000-11 to 2001-01 · Stocks
Key facts
This window spans 53 days with a peak-to-trough drawdown of 10.8% and a 8.2% run-up.
- Max drawdown
- −10.8%
- Max run-up
- +8.2%
- Duration
- 53 days
- Largest single-day move
- −4.3%
- Bars
- 30 Daily bars
- Decision points
- 7
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 TA-35 downtrend replay places you inside Israel's flagship equity index during a correction phase spanning from November 2000 to January 2001. This was a period when the aftermath of the dot-com peak weighed on global technology-linked markets, and the TA-35 was not immune to the repricing pressure rippling through international exchanges. Seven decision points are embedded across the data, three flagged as critical, inviting you to practice discipline and situational awareness in an environment where the prevailing direction worked against long positions.
Across 30 daily bars from 2000-11-30 to 2001-01-22, the index closed at 485.41 and ultimately settled at 468.13, representing a net decline of -3.6%. The journey was messier than the headline number suggests: maximum drawdown reached 10.8%, meaning peak-to-trough losses substantially exceeded the final outcome. The largest single-bar move of 4.3% illustrates the volatility spikes that can emerge even within a moderate-looking correction, testing position sizing and stop-discipline in real time.
This replay is a laboratory for process and psychology rather than a hunt for alpha. Navigating a -3.6% net decline that features a 10.8% drawdown teaches the difference between temporary retracements and structural breaks, the importance of pre-defining risk tolerance before entries, and the emotional discipline required to avoid compounding losses through reactive decisions. The three critical decision points are where your framework is most revealing, because they demand choices before the outcome is known. Completing the replay with AI coach review sharpens pattern recognition for future corrections, not predictions of the next one.