TA-35 Uptrend Replay (2012-05-23 to 2012-12-11)
Replay 150 daily bars from the 2012 TA-35 rally, navigating a 7.8% climb through four critical decision points and a 10.5% drawdown. Step through each trading day, weigh your choices against the AI coach, and sharpen your market-readiness using simulated capital.
150 daily bars · 11 decision points · 2012-04 to 2013-01 · Stocks
Key facts
This window spans 278 days with a peak-to-trough drawdown of 10.5% and a 19.1% run-up.
- Max drawdown
- −10.5%
- Max run-up
- +19.1%
- Duration
- 278 days
- Largest single-day move
- +2.5%
- Bars
- 150 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.
Related scenarios
- TA-35 Uptrend Replay (2012-02-28 to 2012-05-03)2012 · Lv.2
- TA-35 Uptrend Replay (2013-08-27 to 2013-12-02)2013 · Lv.2
- TA-35 Uptrend Replay (2013-01-30 to 2013-03-20)2013 · Lv.1
- TA-35 Uptrend Replay (2011-11-24 to 2012-01-19)2011 · Lv.2
- TA-35 Uptrend Replay (2011-10-04 to 2011-10-27)2011 · Lv.3
- TA-35 Uptrend Replay (2009-06-18 to 2009-08-06)2009 · Lv.3
Event Replay
What happened — and what it teaches
The TA-35 Index, Israel's benchmark stock market gauge, entered a sustained uptrend during the spring of 2012 as global risk appetite recovered and domestic economic indicators showed resilience. This 150-day replay captures the period from April 11, 2012 to January 14, 2013, a span that offered both the promise of gains and the volatility needed to test any trader's discipline. Navigating this market meant balancing optimism about the emerging rally against the ever-present risk of sharp reversals.
The index climbed from 1130.88 to 1219.33, delivering a solid 7.8% return that required careful positioning throughout the period. However, the journey was far from smooth—a maximum drawdown of 10.5% tested investor resolve, while the largest single-day move of 2.5% underscored the market's unpredictable nature. Traders faced eleven decision points across the dataset, with four designated as critical junctures where outcomes diverged most sharply.
This replay sharpens decision-making by placing participants inside authentic market dynamics rather than theoretical scenarios. The 10.5% drawdown reveals how a profitable overall outcome can contain pockets of significant pain that test conviction. Process matters more than prediction: managing risk at each bar, sizing positions appropriately, and maintaining discipline through volatility are the skills this historical episode hones. The goal is not to achieve perfect timing but to build the judgment and psychological resilience that serve traders across any market environment.
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