TA-35 Uptrend Replay (2011-11-24 to 2012-01-19)
Replay a 66-day TA-35 stretch in which the index finished down 1.8% despite a 12.9% mid-period drawdown. You make the calls at each daily bar, tackle 11 decision points, and receive an AI coach review of your simulated trading choices.
66 daily bars · 11 decision points · 2011-10 to 2012-02 · Stocks
Key facts
This window spans 118 days with a peak-to-trough drawdown of 12.9% and a 11.7% run-up.
- Max drawdown
- −12.9%
- Max run-up
- +11.7%
- Duration
- 118 days
- Largest single-day move
- −5.1%
- Bars
- 66 Daily bars
- Decision points
- 11
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 scene places you inside the Israeli TA-35 equity market during a volatile stretch from late 2011 to early 2012, a period when global risk sentiment was fragile and European sovereign-debt concerns kept investors on edge. The index began the replay window near 1140, inviting traders to navigate a market that superficially looked like it might trend upward but concealed deeper instability. Your task: respond to 11 decision points, 4 of them critical, as the data unfolded bar by bar.
What transpired was a textbook example of how a promising setup can reverse course. Despite initial strength, the TA-35 ultimately closed the period at 1120.19, a decline of -1.8% from the opening level. The journey was far bumpier than the net figure suggests: the index endured a maximum drawdown of 12.9% and suffered its largest single-day swing of 5.1% along the way. A trader who entered expecting a clean uptrend would have faced repeated stress and whipsaw.
This replay sharpens three core competencies. First, it forces disciplined process over directional bias; the net loss reminds participants that being right about direction is not enough. Second, the 12.9% drawdown drills risk management: position sizing and stop logic must be calibrated for drawdown magnitude, not just expected return. Third, the volatile bars test emotional control, showing how panic or stubbornness during a -1.8% net decline with 12.9% interim drawdown can erode decision quality.