TA-35 Downtrend Replay (2011-04-21 to 2011-06-15)
Step into a 54-day Israeli TA-35 correction that carved an 11.4% drawdown across 2011. You replay each session, face 10 decision points, and receive an AI coach review in a simulated, educational environment.
54 daily bars · 10 decision points · 2011-03 to 2011-07 · Stocks
Key facts
This window spans 105 days with a peak-to-trough drawdown of 11.4% and a 5.9% run-up.
- Max drawdown
- −11.4%
- Max run-up
- +5.9%
- Duration
- 105 days
- Largest single-day move
- −2.7%
- Bars
- 54 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 Israeli TA-35 index entered a correction phase between late March and early July 2011, a 54-trading-day period that tested investor resolve amid broader market uncertainty. This was not a crash but a grinding decline that eroded confidence even as headline losses appeared modest. Ten decision points were embedded throughout this replay, four of them critical junctures where positioning and risk management determined outcomes.
The price closed the period at 1260.16, down from 1280.44 — a modest -1.6% net decline — yet the journey was far rockier than the headline number suggests. The index carved an 11.4% drawdown along the way, with a single trading day moving as much as 2.7%. Such volatility created repeated inflection points where short-term sentiment diverged sharply from the underlying trend, demanding disciplined risk assessment at every turn.
This correction teaches that process matters more than prediction. With four critical decision points scattered across the period, participants learn that managing drawdown — not calling direction — separates disciplined traders from impulsive ones. The psychological test is equally stark: holding steady when a single session swings 2.7% separates systematic decision-making from reactive behavior. Every choice in the replay reinforces that replaying history builds decision frameworks, not forecasts.