TA-35 Uptrend Replay (2016-02-11 to 2016-04-19)
Replay 76 daily bars of the TA-35 from January 7 to May 25, 2016, and watch a 7.9% drawdown test your conviction. Step through each decision point to practice risk management and receive an AI coach review, simulated with no real capital.
76 daily bars · 11 decision points · 2016-01 to 2016-05 · Stocks
Key facts
This window spans 139 days with a peak-to-trough drawdown of 7.9% and a 8.6% run-up.
- Max drawdown
- −7.9%
- Max run-up
- +8.6%
- Duration
- 139 days
- Largest single-day move
- −2.9%
- Bars
- 76 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, faced a turbulent opening to 2016. From January 7 to May 25, 2016, the market navigated 76 daily bars amid global uncertainty, oil price volatility, and shifting monetary policy expectations. For traders and investors, this period tested the ability to maintain conviction while managing positions through episodic drawdowns.
The index closed the period at 1440.69, down 3.6% from an opening close of 1493.97. The journey was far from linear—a maximum drawdown of 7.9% tested portfolio values and emotional stamina. The largest single-bar move of 2.9% underscored how quickly sentiment could shift within a single session. Eleven decision points punctuated this replay, with four deemed critical moments where directional conviction and risk calibration mattered most.
This scenario distills why process matters more than prediction. The drawdown reminds practitioners that even well-reasoned positions face adverse phases requiring patience or tactical adjustment. The volatile single-day swings highlight the psychological challenge of holding through noise. Decision training here focuses on three pillars: maintaining disciplined position sizing before entries, adhering to pre-defined risk thresholds under pressure, and recognizing that drawdowns are learning tools rather than failures. Simulated capital allows exploration of responses without real consequences, building habits that translate when actual portfolios are at stake.