TA-35 Uptrend Replay (2003-06-10 to 2003-07-02)
Replay the TA-35's 10.8% climb across 30 daily bars from May to July 2003, a period marked by sharp volatility including a 7.4% single-bar swing. Walk through 7 decision points, including 3 critical ones, and receive an AI coach review of your choices in this simulated training environment.
30 daily bars · 7 decision points · 2003-05 to 2003-07 · Stocks
Key facts
This window spans 54 days with a peak-to-trough drawdown of 7.0% and a 17.6% run-up.
- Max drawdown
- −7.0%
- Max run-up
- +17.6%
- Duration
- 54 days
- Largest single-day move
- +7.4%
- 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
In the early 2000s, Israel's TA-35 index navigated a post-dotcom recovery landscape punctuated by geopolitical uncertainty. The replay window from June 10 to July 2, 2003 captures a meaningful rally chapter within this decade, offering traders a compressed training ground to practice entry, scaling, and risk management under live conditions. What was truly at stake here was not just capturing the 10.8% climb but doing so while respecting the market's violent temperament—a discipline that separates procedural consistency from opportunistic gambling.
Over the 30 daily bars spanning May 22 to July 15, 2003, the index advanced from 380.4 to 421.53, delivering that 10.8% return. Yet this gain unfolded within a turbulent framework: a maximum drawdown of 7.0% tested conviction, and a largest single-bar move of 7.4% could have wiped out careless position-sizers in a single session. The scenario presents 7 decision points—3 of them critical junctures where directional bets demanded clear rationale and unwavering commitment to process.
This replay ultimately measures how well you manage fear, greed, and volatility rather than how perfectly you predict direction. A 7.0% drawdown erodes confidence even when fundamentals favor recovery, and a 7.4% single swing punishes those who confuse noise with signal. The educational value lies in confronting these psychological pressures within a zero-capital simulation, building the habits—predefined stops, disciplined sizing, emotional neutrality—that define professional-grade decision frameworks.
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