TA-35 Uptrend Replay (2008-03-17 to 2008-06-17)
Replay a 2008 TA-35 uptrend spanning 102 daily bars from January 30 to August 4, featuring an 14.1% max drawdown. Walk through every session, face 11 decision points, and receive an AI coach review of each simulated choice.
102 daily bars · 11 decision points · 2008-01 to 2008-08 · Stocks
Key facts
This window spans 187 days with a peak-to-trough drawdown of 14.1% and a 17.6% run-up.
- Max drawdown
- −14.1%
- Max run-up
- +17.6%
- Duration
- 187 days
- Largest single-day move
- −5.9%
- Bars
- 102 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, Israel's benchmark stock index, entered early 2008 amid mounting global financial turbulence. The market faced a period defined by uncertainty as the global credit crisis began unfolding, creating an environment where every trading decision carried significant weight. For participants replaying this scenario, the challenge was to navigate an index caught between economic forces they could observe but not control.
The data reveals the tension between expectation and reality. The index moved from 1071.37 to 1012.75, delivering a -5.5% net loss over 102 daily bars spanning January 30 to August 4, 2008. A 14.1% max drawdown tested portfolio endurance, while a 5.9% largest single-bar move underscored the volatility that defined each session. What had been framed as an uptrend proved to be a more complex journey with sharp reversals.
This replay sharpens decision-making under pressure. With 11 decision points, including 4 critical moments, participants practice calibrating risk when markets fail to follow optimistic narratives. The scenario teaches that drawdowns are inevitable, that volatility creates both danger and opportunity, and that outcomes depend not on predicting direction but on responding systematically to what actually unfolds. Historical context becomes the teacher; process becomes the skill.
Featured in the archive