TA-35 Downtrend Replay (2009-08-25 to 2009-09-14)
Step into a 30-bar Tel Aviv correction stretching from August 6 to September 29, 2009, with a 6.5% drawdown and a sharp 3.7% single-session swing. Replay each day, tackle 7 decision points, and receive an AI coach review in a fully simulated educational setting.
30 daily bars · 7 decision points · 2009-08 to 2009-09 · Stocks
Key facts
This window spans 54 days with a peak-to-trough drawdown of 6.5% and a 10.1% run-up.
- Max drawdown
- −6.5%
- Max run-up
- +10.1%
- Duration
- 54 days
- Largest single-day move
- −3.7%
- 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 Tel Aviv 35 index entered a correction phase in late summer 2009, a period when global markets were still navigating the aftershocks of the financial crisis while attempting to establish sustainable recovery. This 30-bar replay spans August 6 to September 29, 2009, placing participants directly into the daily rhythm of an IL equity market facing uncertain momentum. Seven decision points punctuate the scenario, three of them critical junctures where directional bias and risk exposure demanded immediate resolution.
Over the full data span, the index moved from 986.62 to 1015.95, recording a modest 3.0% net gain. Beneath this headline figure lay meaningful turbulence: a maximum drawdown of 6.5% tested intraday resilience, while a single session swing of 3.7% delivered sharp reversals that could devastate poorly positioned portfolios. The correction carved a volatile path before ultimately resolving higher, rewarding those who managed drawdown risk rather than chased momentum.
This replay sharpens decision-making under the ambiguity that defines real markets. Participants learn to size positions relative to known volatility ranges, avoiding overcommitment before a 6.5% drawdown materializes. Psychology training emerges naturally when a 3.7% single-session move threatens capital; emotional discipline becomes as critical as technical analysis. Each of the seven decision points forces a choice between patience and action, cultivating the judgment that separates disciplined traders from reactive ones.
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