TA-35 Uptrend Replay (2004-02-04 to 2004-04-20)
Replay 82 daily bars of the TA-35 from December 2003 to June 2004, watching the index climb from 501.17 to 533.72. Step through 11 decision points, face 4 critical ones, and receive an AI coach review of your simulated choices.
82 daily bars · 11 decision points · 2003-12 to 2004-06 · Stocks
Key facts
This window spans 154 days with a peak-to-trough drawdown of 5.7% and a 8.4% run-up.
- Max drawdown
- −5.7%
- Max run-up
- +8.4%
- Duration
- 154 days
- Largest single-day move
- −3.0%
- Bars
- 82 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 index represented Israel's flagship equity market in early 2004, a period when global markets were recovering from post-dotcom weakness while navigating geopolitical tensions in the Middle East. This replay spans 82 daily bars from December 2003 through June 2004, placing participants directly into a sustained uptrend where the index climbed steadily from 501.17 to 533.72, delivering a 6.5% gain. Participants faced 11 decision points, including 4 critical moments where directional conviction and risk management were put to the test.
The journey was not a straight line upward. The market experienced a maximum drawdown of 5.7% along the way, testing the resolve of anyone who entered positions early. The largest single daily move of 3.0% provided moments of sudden momentum that could just as easily trigger FOMO as confidence. Navigating this phase required distinguishing genuine trend continuation from noise, sizing positions appropriately, and maintaining conviction through periods when portfolios drifted against directional bets.
This replay teaches that uptrends demand as much discipline as volatile markets. The lessons center on process over prediction: knowing when to add to winning positions, understanding that a 5.7% drawdown is a feature rather than a failure, and resisting the psychological trap of chasing after a 3.0% single-day surge. Success here depends on emotional equilibrium during the inevitable periods when paper gains evaporate and conviction is genuinely tested.
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