TA-35 Uptrend Replay (2013-08-27 to 2013-12-02)
Replay a 100-bar TA-35 uptrend from 2013-07-10 to 2014-01-13 where the index climbed 11.4% while enduring a 6.3% drawdown. Walk through each authentic trading day, tackle 11 decision points, and receive an AI coach review in a simulated educational environment.
100 daily bars · 11 decision points · 2013-07 to 2014-01 · Stocks
Key facts
This window spans 187 days with a peak-to-trough drawdown of 6.3% and a 18.7% run-up.
- Max drawdown
- −6.3%
- Max run-up
- +18.7%
- Duration
- 187 days
- Largest single-day move
- −2.4%
- Bars
- 100 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 (2013-01-30 to 2013-03-20)2013 · Lv.1
- TA-35 Uptrend Replay (2012-05-23 to 2012-12-11)2012 · Lv.2
- TA-35 Uptrend Replay (2012-02-28 to 2012-05-03)2012 · Lv.2
- TA-35 Uptrend Replay (2011-11-24 to 2012-01-19)2011 · Lv.2
- TA-35 Uptrend Replay (2016-02-11 to 2016-04-19)2016 · Lv.1
- TA-35 Uptrend Replay (2011-10-04 to 2011-10-27)2011 · Lv.3
Event Replay
What happened — and what it teaches
The TA-35 index, Israel's benchmark stock market gauge, forms the backdrop for this 100-bar replay spanning from mid-2013 to early 2014. This period captures a sustained uptrend in an era of loose monetary policy and improving global risk appetite. For traders in training, the scenario presents the fundamental challenge of capturing directional moves while navigating the inevitable pullbacks that accompany any prolonged advance. The authentic dataset recreates each trading day with full historical fidelity.
The index climbed from 1206.06 to 1343.62, delivering an 11.4% gain over approximately six months of trading days. However, this trajectory was far from linear. The experience included a maximum drawdown of 6.3%, testing the resolve of any participant who entered during the advance. The largest single-day move of 2.4% demonstrates how concentrated volatility can surprise even those expecting gradual appreciation. Navigating these oscillations required continuous reassessment rather than passive holding.
This replay offers a laboratory for examining process over prediction. With 11 decision points embedded throughout, including 4 critical junctures, participants must confront questions of position sizing, stop-loss discipline, and the psychology of holding through adversity. The 6.3% drawdown serves as a reminder that even winning trades require tolerance for temporary losses. The scenario emphasizes that sound decision-making in trending markets hinges not on forecasting the next bar, but on maintaining a replicable framework when prices move against positions.
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