TA-35 Uptrend Replay (2008-11-24 to 2008-12-10)
Replay a volatile TA-35 stretch spanning 30 daily bars with a 20.3% max drawdown and 7 decision points. Step through each session, weigh your choices, and receive AI coach feedback in this simulated training environment.
30 daily bars · 7 decision points · 2008-11 to 2008-12 · Stocks
Key facts
This window spans 50 days with a peak-to-trough drawdown of 20.3% and a 14.1% run-up.
- Max drawdown
- −20.3%
- Max run-up
- +14.1%
- Duration
- 50 days
- Largest single-day move
- +7.5%
- Bars
- 30 Daily bars
- Decision points
- 7
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 Uptrend Replay (2008-03-17 to 2008-06-17)2008 · Lv.2
- TA-35 Uptrend Replay (2009-06-18 to 2009-08-06)2009 · Lv.3
- TA-35 Uptrend Replay (2006-02-23 to 2006-05-16)2006 · Lv.1
- TA-35 Uptrend Replay (2009-01-22 to 2009-02-09)2009 · Lv.2
- TA-35 Uptrend Replay (2011-11-24 to 2012-01-19)2011 · Lv.2
- TA-35 Uptrend Replay (2012-05-23 to 2012-12-11)2012 · Lv.2
Event Replay
What happened — and what it teaches
The TA-35 index in late 2008 presented traders with one of the decade's most demanding environments. Israel's benchmark sat inside a global financial crisis that was reshaping sovereign markets, banking systems and investor psychology across every asset class. This replay covers a 30-bar daily stretch of authentic TA-35 data, placing participants directly into that uncertainty where every session demanded a clear-eyed risk decision.
The numbers tell the story starkly. From an opening close of 782.07, the index fell to 634.93, a net decline of -18.8% across the period. A maximum drawdown of 20.3% tested any portfolio built on complacency, while the largest single-bar move of 7.5% showed how quickly sentiment could swing. Seven decision points were embedded across the dataset, three flagged as critical junctions where directional conviction and risk sizing intersected. Navigating this volatility without a defined process was the difference between disciplined adjustment and reactive panic.
The lasting lesson centers on process over prediction. This replay trains participants to define entry logic, size positions relative to known drawdown risk, and hold to a framework when a 7.5% intraday swing tests resolve. The TA-35's crisis behavior becomes a laboratory for building the emotional distance and checklist discipline that separate consistent traders from those who let volatility drive decisions.