TA-35 Uptrend Replay (2009-06-18 to 2009-08-06)
Replay the 2009 TA-35 uptrend across 56 daily bars that lifted the index 9.9% from 860.45 to 945.9. Step through each session, face critical decision points, and receive an AI coach review of your choices in this simulated educational drill.
56 daily bars · 10 decision points · 2009-05 to 2009-08 · Stocks
Key facts
This window spans 102 days with a peak-to-trough drawdown of 7.2% and a 20.4% run-up.
- Max drawdown
- −7.2%
- Max run-up
- +20.4%
- Duration
- 102 days
- Largest single-day move
- −3.7%
- Bars
- 56 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.
Event Replay
What happened — and what it teaches
The summer of 2009 found Israeli equities in a tentative recovery following the global financial crisis. The TA-35 index, representing the 35 largest companies on the Tel Aviv Stock Exchange, had stabilized after sharp declines but faced uncertain momentum as investors weighed improving corporate earnings against lingering macroeconomic anxiety. This replay anchors to June 18, 2009, challenging participants to navigate an uptrend that lacked the clarity of a confirmed bull market while confronting the psychological tension between missing opportunities and protecting capital.
Across 56 daily bars spanning late May through August 31, the TA-35 climbed steadily from 860.45 to 945.9, delivering a 9.9% total return. The journey was not monotonic: the index experienced a maximum drawdown of 7.2% at various points, testing conviction, while individual sessions produced moves as large as 3.7% in a single day. Ten distinct decision points punctuated the trajectory, with four designated as critical junctures where directional conviction and risk calibration were most demanding. These moments demanded participants choose between holding positions through volatility, adjusting exposure, or repositioning—a process that revealed how even a positive trending market extracts a psychological toll when every bar carries the question of continuation or reversal.
This replay sharpens three core competencies for market participants: disciplined risk management amid incomplete information, the calibration of conviction when trends remain unconfirmed, and emotional regulation when drawdowns arrive within an otherwise successful strategy. The 7.2% peak decline, arriving on an index that ultimately gained 9.9%, illustrates how drawdowns are a structural feature of trending markets rather than evidence of failure. Success here is not defined by avoiding losses but by maintaining process discipline when psychological pressure peaks—particularly at the four critical decision points where the replay concentrates its most demanding choices.