TA-35 Downtrend Replay (2002-03-18 to 2002-04-30)
Replay a 40-day TA-35 correction from 2002-02-25 to 2002-05-15, when the index fell 6.2%. Step through each authentic trading day, face 7 decision points with 3 critical, and receive an AI coach review of your simulated capital choices.
40 daily bars · 7 decision points · 2002-02 to 2002-05 · Stocks
Key facts
This window spans 79 days with a peak-to-trough drawdown of 13.4% and a 6.0% run-up.
- Max drawdown
- −13.4%
- Max run-up
- +6.0%
- Duration
- 79 days
- Largest single-day move
- −6.9%
- Bars
- 40 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
This replay reconstructs an authentic correction episode in the Israeli stock market. The TA-35 index, Israel's benchmark equity gauge, entered a defined downtrend during the period spanning 2002-02-25 to 2002-05-15. Over these 40 trading days, participants navigate a sustained bearish phase within the 2000s era, facing the challenge of managing risk in a declining market where uncertainty dominated investor sentiment and traditional long positions faced persistent headwinds.
The index declined from 419.83 to 393.64, representing a total correction of -6.2%. The journey was notably volatile: maximum drawdown reached 13.4%, and the largest single trading day saw a 6.9% swing. This combination of moderate overall decline with significant intraday turbulence created recurring pressure points that tested position sizing, stop discipline, and the ability to distinguish temporary overshoots from genuine trend continuation.
Seven decision points punctuate the replay, with three designated as critical nodes where directional conviction and capital allocation carry outsized consequences. This structure trains participants to recognize inflection moments during corrections and practice systematic responses rather than reactive impulses. The scenario sharpens risk calibration under loss conditions and builds psychological resilience against the paralysis or overtrading that often accompanies sustained downturns.