TA-35 Uptrend Replay (2004-05-17 to 2004-07-05)
Replay a 54-day stretch of the TA-35 index across 2004, where prices barely moved yet a 5.7% drawdown tested trader conviction. Step through each session, make decisions at ten pivotal moments, and receive an AI coach review of your simulated choices.
54 daily bars · 10 decision points · 2004-04 to 2004-07 · Stocks
Key facts
This window spans 100 days with a peak-to-trough drawdown of 5.7% and a 10.3% run-up.
- Max drawdown
- −5.7%
- Max run-up
- +10.3%
- Duration
- 100 days
- Largest single-day move
- −3.0%
- Bars
- 54 Daily bars
- Decision points
- 10
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, Israel's benchmark stock exchange, sets the backdrop for a 54-day replay traversing April 19 through July 28, 2004. This window from the 2000s captures a market seemingly locked in neutral—directionless, quiet, and deceptively simple to navigate. Ten decision points are embedded across the timeline, four of them flagged as critical moments where a wrong call could meaningfully impact simulated performance. The scenario asks a fundamental question: how do you behave when the market refuses to tell you which way to go?
The headline numbers suggest nothing happened. The index closed at 541.78, virtually unchanged from its 542.15 opening—a mere -0.1% drift over the full stretch. Yet this flatness masks genuine turbulence: a 5.7% maximum drawdown tested positions and patience alike, while the largest single-bar swing of 3.0% offered moments where fear and greed collided. These moves occurred within the apparent quiet, creating environments where sitting tight felt wise one day and costly the next.
For decision training, this replay excels at exposing process flaws. When trends fail to materialize, traders often overtrade, overthink, or abandon their own rules. The critical junctures reveal whether you manage risk through the drawdown or let emotions drive capitulation. Psychology matters here as much as analysis—the lesson is that flat markets can be as demanding as trending ones, and that disciplined process often means choosing inaction when action feels urgent. Historical context makes clear: sideways periods are diagnostic tools, not dead ends.
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