TA-35 Uptrend Replay (2017-08-10 to 2018-01-29)
Replay 150 daily bars of the TA-35 from June 2017 to March 2018, a period marked by a 3.4% close-to-close gain and a 6.5% drawdown. Walk through 11 decision points as simulated capital, and receive an AI coach review of your choices. Educational use only.
150 daily bars · 11 decision points · 2017-06 to 2018-03 · Stocks
Key facts
This window spans 274 days with a peak-to-trough drawdown of 6.5% and a 13.7% run-up.
- Max drawdown
- −6.5%
- Max run-up
- +13.7%
- Duration
- 274 days
- Largest single-day move
- −2.2%
- 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 (2016-02-11 to 2016-04-19)2016 · Lv.1
- TA-35 Uptrend Replay (2016-06-27 to 2016-08-09)2016 · Lv.1
- TA-35 Uptrend Replay (2019-06-03 to 2019-08-01)2019 · Lv.1
- TA-35 Uptrend Replay (2021-03-04 to 2021-06-14)2021 · 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
Event Replay
What happened — and what it teaches
The TA-35 is Israels benchmark equity index, tracking the 35 largest companies on the Tel Aviv Stock Exchange. From mid-2017 through early 2018, this replay captures 150 daily bars spanning a period that seemed quiet on the surface but contained enough internal friction to test any investors decision-making framework. The market was navigating an environment where modest directional intent met persistent short-term uncertainty. What was at stake was not just a numerical outcome but the ability to stay disciplined when the path forward was unclear.
Over the full data span, the TA-35 advanced from 1439.54 to 1488.24, a close-to-close gain of 3.4 percent. That headline figure conceals a more turbulent journey: a maximum drawdown of 6.5 percent tested downside resilience, while the largest single-bar move of 2.2 percent reminded participants that volatility can arrive without warning. Across the 150 daily bars, 11 decision points were embedded, with 4 marked as critical. Navigating those inflection moments determined whether participants preserved capital through the drawdown or accumulated it during the rallies.
For decision training, this replay isolates the gap between prediction and process. A 3.4 percent net gain over eight months is modest; surviving a 6.5 percent drawdown to capture it is not. The scenario rewards disciplined risk management, measured position sizing, and emotional steadiness when a 2.2 percent single-day swing threatens to derail the plan. The 11 decision points, especially the four critical ones, become case studies in evaluating whether your process holds under pressure. The lesson is straightforward: outcomes are partly random, but decision quality is trainable.