TA-35 Uptrend Replay (2012-02-28 to 2012-05-03)
Step into a 70-bar Israeli TA-35 replay spanning 2012-01-24 to 2012-06-04, where the index drifted from 1122.7 to 1051.57. You navigate each daily decision point and receive an AI coach review of your simulated choices.
70 daily bars · 11 decision points · 2012-01 to 2012-06 · Stocks
Key facts
This window spans 132 days with a peak-to-trough drawdown of 10.5% and a 9.6% run-up.
- Max drawdown
- −10.5%
- Max run-up
- +9.6%
- Duration
- 132 days
- Largest single-day move
- +3.0%
- Bars
- 70 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 TA-35, Israel's benchmark equity index, enters this 70-bar replay spanning from late January to early June 2012. With the index trading near 1122.7, participants confront a market where the early-year optimism was beginning to fray under the weight of European sovereign debt anxieties and slowing global growth. The scenario presents 11 decision points—4 deemed critical—testing how traders read deteriorating momentum in a developed-market equity instrument during a period of heightened uncertainty.
The index closed at 1051.57, a -6.3% retreat over the full span. The journey proved more volatile than the endpoint suggests: maximum drawdown reached 10.5%, and the largest single daily move hit 3.0%. These figures underscore that navigating this decline was not a smooth glide but a punctuated process of reversals, false starts, and sharp intraday swings—all demanding disciplined position management and clear volatility expectations.
For decision training, this replay strips away the comfort of hindsight and forces participants to act from incomplete information. The disconnect between a "rally" label and a downward drift illustrates how scenario framing can mislead if not continuously challenged by price reality. Success here hinges on process discipline: defining acceptable risk per trade, maintaining emotional equilibrium under sustained pressure, and adjusting conviction as evidence accumulates. The 10.5% drawdown is not a failure—it is the environment. What matters is how decisions are made within it.