TA-35 Uptrend Replay (2009-01-22 to 2009-02-09)
Replay 30 daily bars of the TA-35 from January to February 2009, when the index slid 3.1% close-to-close. You will navigate seven decision points, including three critical calls, in a simulated training environment with AI coach review.
30 daily bars · 7 decision points · 2009-01 to 2009-02 · Stocks
Key facts
This window spans 51 days with a peak-to-trough drawdown of 9.3% and a 11.2% run-up.
- Max drawdown
- −9.3%
- Max run-up
- +11.2%
- Duration
- 51 days
- Largest single-day move
- +3.8%
- 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.
Event Replay
What happened — and what it teaches
The TA-35 index, Israel's benchmark equity gauge, faced a treacherous early 2009 as the global financial crisis continued to reverberate through emerging markets. During this replay covering 30 daily bars from January 5 to February 25, 2009, traders navigated a landscape marked by lingering uncertainty, where every decision carried weight in an environment still absorbing the aftershocks of the previous year's collapse.
The close-to-close result showed a decline of 3.1%, with the index falling from 679.95 to 658.69. However, the real story lay beneath the surface: a maximum drawdown of 9.3% revealed significant intraday volatility, while the largest single-bar move of 3.8% highlighted sudden sentiment shifts that could trap careless participants. Across seven decision points—three of them critical—traders were forced to confront the gap between headline returns and the turbulence underneath.
This replay sharpens decision training by exposing the disconnect between headline performance and actual trading reality. Navigating through seven decision points, including three critical moments, requires participants to manage position sizing against a 9.3% drawdown backdrop, interpret shifting market signals during 3.8% swings, and maintain disciplined process when headlines suggest modest decline. The scenario tests whether traders can avoid narrative traps and execute consistent risk management under the psychological pressure of a declining market. Such training builds the habits—pre-commitment to rules, emotional regulation during drawdowns, and process over outcome focus—that separate disciplined operators from reactive ones in volatile conditions.