TA-35 Uptrend Replay (2001-10-03 to 2002-01-07)
Replay 106 daily bars of the TA-35 from August 2001 to February 2002, a stretch that included a 19.3% maximum drawdown despite ending only -7.8%. Walk through 11 decision points, including 4 critical ones, with an AI coach reviewing each move in simulated capital.
106 daily bars · 11 decision points · 2001-08 to 2002-02 · Stocks
Key facts
This window spans 198 days with a peak-to-trough drawdown of 19.3% and a 32.5% run-up.
- Max drawdown
- −19.3%
- Max run-up
- +32.5%
- Duration
- 198 days
- Largest single-day move
- +6.2%
- Bars
- 106 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
The TA-35, Israel's benchmark equity index, enters this replay period as the 2000s tech crash reshapes global markets. This replay spans 106 daily bars from August 2001 to February 2002, covering the tail end of one of the decade's most turbulent equity environments. Eleven decision points punctuate the timeline, four of them critical, offering repeated tests of discipline under pressure. Participants navigate a stretch where the headline narrative—eventual recovery—clashes with the lived reality of significant interim losses.
The index closes the period at 415.77 from 451.15, a modest -7.8% retreat that conceals considerable intraperiod turbulence. The maximum drawdown of 19.3% during this interval underscores the magnitude of volatility that characterizes this era, while a single day saw a 6.2% swing, illustrating how quickly sentiment can reverse. What appears directionless on the surface contains multiple inflection points where positioning and risk management determine whether a participant emerges intact.
The real value lies in confronting the psychological strain of sustained losses within an uptrend framework. Participants must learn to separate noise from signal, sizing positions against a 19.3% drawdown scenario rather than chasing directional calls. Navigating 6.2% single-bar moves requires disciplined entries and exits, and the four critical decision points reveal how anchoring to narrative rather than price can erode capital. This replay trains the habit of acting on what the market does, not what the era promises.