TA-35 Uptrend Replay (2009-03-02 to 2009-04-16)
Replay the TA-35's powerful 21.5% climb across 46 daily bars from February to May 2009, navigating 3 critical decision points. Step into each session, weigh your choices, and receive an AI coach review of your simulated reasoning.
46 daily bars · 9 decision points · 2009-02 to 2009-05 · Stocks
Key facts
This window spans 95 days with a peak-to-trough drawdown of 10.0% and a 31.4% run-up.
- Max drawdown
- −10.0%
- Max run-up
- +31.4%
- Duration
- 95 days
- Largest single-day move
- +5.3%
- Bars
- 46 Daily bars
- Decision points
- 9
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
In early 2009, the Israeli TA-35 index entered a pivotal recovery phase amid the aftermath of the global financial crisis. The replay spans 46 daily bars from February 5 to May 11, 2009, capturing a market desperately searching for direction after unprecedented turmoil. For participants stepping into this scenario, the question was whether sustained momentum could hold or whether hidden risks lurked beneath the surface of apparent optimism.
The index surged from 682.46 to 829.53, delivering a 21.5% gain across the period. This powerful climb tested traders with a maximum single-bar move of 5.3%, while a 10.0% drawdown reminded participants that no uptrend moves in a straight line. The scenario presented 9 decision points, of which 3 were deemed critical, demanding traders demonstrate both conviction and flexibility as the market unfolded.
This replay underscores the psychological demands of trending markets. Large daily swings test emotional discipline, while drawdowns challenge conviction in the prevailing direction. Decision training here focuses on process over prediction—sticking to entry and exit logic regardless of short-term noise, managing position size to survive volatility, and resisting the urge to chase momentum after extended moves. The 2000s era context also reminds participants that even sharp recoveries contain periods of doubt, making structured reasoning essential when certainty is scarce.