TA-35 Uptrend Replay (2011-10-04 to 2011-10-27)
Replay a TA-35 uptrend lifting the index from 1019.81 to 1122.41 across 30 daily bars from September to November 2011. Step through 7 decision points, three of them critical, and receive an AI coach review of your simulated choices in this educational exercise.
30 daily bars · 7 decision points · 2011-09 to 2011-11 · Stocks
Key facts
This window spans 62 days with a peak-to-trough drawdown of 6.5% and a 14.6% run-up.
- Max drawdown
- −6.5%
- Max run-up
- +14.6%
- Duration
- 62 days
- Largest single-day move
- −4.3%
- 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, Israel's benchmark stock index, entered a significant uptrend during the autumn of 2011. Spanning from mid-September to mid-November, this 30-day replay captures a pivotal period when global markets were still absorbing the aftershocks of the summer's debt crisis while beginning to detect early signs of stabilization. For traders and investors, navigating this transition required disciplined strategy and emotional composure as sentiment oscillated between caution and renewed optimism.
The index climbed from 1019.81 to 1122.41, representing a solid 10.1% gain over the 30 trading days. Yet the trajectory was far from smooth—the market endured a maximum drawdown of 6.5% and experienced a single-bar swing of 4.3% that tested even prepared participants. Seven decision points punctuated this replay, three of them critical moments where positioning and risk management could have dramatically altered outcomes. The volatility underscores why consistent performance matters more than any single trade.
This scenario excels as decision training because it forces participants to manage winning positions through turbulence rather than simply identifying trends. The drawdown and large single-bar moves reveal how easily fear can override discipline during a legitimate rally. Successful navigation requires separating noise from signal, maintaining conviction during temporary setbacks, and sizing positions appropriately. These are the psychological and procedural skills that separate disciplined traders from impulsive ones, making this replay valuable for developing sustainable market judgment.