TA-35 Downtrend Replay (2001-02-12 to 2001-04-03)
Relive a TA-35 downtrend across 60 daily bars from January to May 2001, with the index sliding 10.2% to 428.55 and a peak drawdown of 23.5%. Step through each session, weigh decisions at 11 branching points, and receive an AI coach review in this simulated training environment.
60 daily bars · 11 decision points · 2001-01 to 2001-05 · Stocks
Key facts
This window spans 110 days with a peak-to-trough drawdown of 23.5% and a 15.0% run-up.
- Max drawdown
- −23.5%
- Max run-up
- +15.0%
- Duration
- 110 days
- Largest single-day move
- −4.3%
- Bars
- 60 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.
Event Replay
What happened — and what it teaches
In early 2001, Israel's TA-35 index entered a period of sustained pressure, with markets globally navigating the aftermath of the dot-com crash and mounting geopolitical uncertainty in the Middle East. This replay spans 60 daily bars from January 11 to May 1, 2001, placing traders in the uncomfortable position of managing positions through a defined downtrend. The stakes were clear: how to preserve capital, avoid reactive decisions, and recognize when the environment warranted tactical adjustments versus strategic patience.
The index declined from 477.2 to 428.55, representing a -10.2% loss over the period. Yet the headline figure understates the turbulence within. A maximum drawdown of 23.5% tested portfolio values far more severely than the closing return suggested, while the largest single-bar move of 4.3% revealed moments when sentiment shifted abruptly. Across these 60 sessions, 11 decision points were embedded—4 deemed critical—forcing participants to act rather than simply observe. Each branch tested the ability to read evolving conditions without the benefit of hindsight.
This replay sharpens several core competencies. First, it separates outcome from process: a -10.2% close can mask much deeper interim pain, teaching traders to evaluate decisions against the information available at the time, not against the final print. Second, the 23.5% drawdown forces honest reckoning with position sizing and risk tolerance. Third, the clustering of critical decision points reveals how psychological pressure compounds when volatility persists across weeks. Participants learn to build frameworks for staying disciplined when the market offers no easy exits.