TA-35 Uptrend Replay (2006-02-23 to 2006-05-16)
Replay 78 daily bars of the TA-35 from January 19 to June 20, 2006, a stretch that swung 9.5% from peak to trough while the index ultimately slipped -2.9%. Walk through each authentic session, tackle 11 decision points including 4 critical calls, and receive an AI coach review of your simulated choices.
78 daily bars · 11 decision points · 2006-01 to 2006-06 · Stocks
Key facts
This window spans 152 days with a peak-to-trough drawdown of 9.5% and a 14.4% run-up.
- Max drawdown
- −9.5%
- Max run-up
- +14.4%
- Duration
- 152 days
- Largest single-day move
- −3.7%
- Bars
- 78 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 Israeli TA-35 index in early 2006 presented investors with a demanding test of discipline and timing. Spanning 78 daily bars from January 19 to June 20, 2006, this replay captures a market navigating uncertainty while ultimately slipping -2.9% from opening levels of 838.47 to a close of 813.86. The stretch was marked by a 9.5% peak-to-trough swing, testing the resolve of anyone managing positions through choppy conditions. This was not a dramatic crash or parabolic rally, but rather a grinding sideways-to-down period that rewarded patience and punished reactive trading.
The authentic session data reveals a market that moved with measured volatility, including single-day swings of up to 3.7%. Participants faced 11 decision points across the period, with 4 of these flagged as critical junctures where directional conviction mattered most. Navigating each authentic session required traders to assess momentum shifts, manage exposure, and resist the temptation to overtrade in a range-bound environment. The gap between the opening and closing prices tells only part of the story; the journey between them demanded continuous reassessment.
For decision training purposes, this replay underscores several enduring lessons. First, directional bias matters less than risk management when markets fail to trend cleanly. Second, the psychological discipline required to sit through a 9.5% drawdown without abandoning a thesis separates skilled practitioners from impulsive traders. The 2000s-era framing reminds us that these challenges are timeless; every generation of market participants confronts similar dynamics of uncertainty, volatility, and the human tendency to act at the worst possible moments.
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