TA-35 Downtrend Replay (2007-12-12 to 2008-01-28)
Replay the TA-35 downtrend from late 2007 across 54 daily bars, capturing a 15.1% max drawdown. Step through each trading day, face 10 decision points including 4 critical ones, and receive an AI coach review of your simulated choices.
54 daily bars · 10 decision points · 2007-11 to 2008-02 · Stocks
Key facts
This window spans 92 days with a peak-to-trough drawdown of 15.1% and a 6.0% run-up.
- Max drawdown
- −15.1%
- Max run-up
- +6.0%
- Duration
- 92 days
- Largest single-day move
- −3.7%
- 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.
Related scenarios
- TA-35 Downtrend Replay (2008-08-25 to 2008-09-18)2008 · Lv.4
- TA-35 Downtrend Replay (2009-08-25 to 2009-09-14)2009 · Lv.2
- TA-35 Downtrend Replay (2011-04-21 to 2011-06-15)2011 · Lv.1
- TA-35 Downtrend Replay (2011-07-21 to 2011-08-10)2011 · Lv.3
- TA-35 Downtrend Replay (2002-05-14 to 2002-06-24)2002 · Lv.3
- Dow Jones Ind. Downtrend Replay (2007-12-10 to 2008-01-22)2007 · Lv.2
Event Replay
What happened — and what it teaches
In late 2007, the TA-35 index represented Israel's equity market at a moment of mounting uncertainty. The dataset spans 54 trading days from November 19, 2007 to February 19, 2008, a period when global credit concerns were reshaping investor behavior worldwide. This replay positions you within a correction environment where maintaining capital and managing risk became paramount concerns for any market participant.
The numbers tell a story of sustained pressure: the index declined from 1193.56 to 1100.67, a 7.8% loss over the two-month window. Yet the headline figure understates the turbulence, as the maximum drawdown reached 15.1% and individual sessions saw moves as large as 3.7%. Navigating this volatility required traders to absorb significant intraday swings while avoiding the kind of panic decisions that compound losses.
This replay sharpens decision-making through deliberate practice. You will face 10 decision points across the period, with 4 designated as critical moments where positioning choices carried amplified consequences. The experience cultivates disciplined risk assessment, emotional regulation under drawdown stress, and the ability to distinguish between noise and signal in volatile markets. Success here is measured not by profit, but by the quality of your process.