TA-35 Uptrend Replay (2014-02-03 to 2015-08-05)
Replay 150 daily bars of TA-35 history from 2014-06-19 to 2015-03-24, watching the index climb 14.5% with only a 3.1% drawdown. Step through eleven decision points, get AI coach feedback, and sharpen your market intuition with simulated capital in a fully educational setting.
150 daily bars · 11 decision points · 2014-06 to 2015-03 · Stocks
Key facts
This window spans 278 days with a peak-to-trough drawdown of 3.1% and a 18.6% run-up.
- Max drawdown
- −3.1%
- Max run-up
- +18.6%
- Duration
- 278 days
- Largest single-day move
- +1.7%
- 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.
Event Replay
What happened — and what it teaches
The Israeli TA-35 index enters this replay in mid-2014, a period when global markets were stabilizing after earlier turbulence and investors were reassessing risk exposure across emerging economies. This 150-bar journey from June 19, 2014 to March 24, 2015 captures an extended uptrend that tests participants' ability to stay disciplined during a sustained advance. The scenario unfolds within the broader 2010s bull market context, where maintaining conviction without becoming reckless proved a persistent challenge.
Over the 150 trading days, the index climbed from 1404.6 to 1608.61, delivering a 14.5% return with remarkable smoothness. The maximum drawdown of just 3.1% and largest single-bar move of only 1.7% illustrate how tranquil this particular segment of the bull market was. Despite the lack of dramatic volatility, participants still navigated eleven decision points, four of them critical junctures where positioning choices carried real consequence. The relatively modest daily fluctuations meant that patience and process mattered more than heroic reactions to short-term noise.
This replay teaches that low-volatility trending markets demand as much respect as their chaotic counterparts. Participants must guard against complacency when price action feels easy, recognizing that position sizing and risk management never take a holiday. The scenario also highlights how psychology operates differently in calm markets—boredom and overconfidence can be just as dangerous as fear during corrections. Practicing through eleven decision points forces deliberate engagement with questions of entry timing, scaling, and when to let winners run, building habits that transfer to higher-volatility environments where the stakes feel more immediate.