TA-35 Uptrend Replay (2018-04-04 to 2018-09-20)
Replay 150 daily bars of Israel's TA-35 as it climbed 10.6% from 1478.52 to 1634.82 between February and November 2018. Step through each authentic trading day, face 11 decision points, and receive an AI coach review of your choices in this simulated educational scenario.
150 daily bars · 11 decision points · 2018-02 to 2018-11 · Stocks
Key facts
This window spans 280 days with a peak-to-trough drawdown of 7.9% and a 20.0% run-up.
- Max drawdown
- −7.9%
- Max run-up
- +20.0%
- Duration
- 280 days
- Largest single-day move
- −2.3%
- 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
Israel's TA-35 index, tracking the 35 largest companies on the Tel Aviv Stock Exchange, entered a sustained uptrend in early 2018 amid global equity optimism. This replay scenario spans 150 daily bars from February 8 to November 15, 2018, placing participants directly into an authentic boom environment where momentum was building but volatility remained present. The era of the 2010s saw emerging-market equities attract significant capital flows, and the TA-35 was no exception, setting the stage for traders to test their skills in reading continuation patterns and managing risk during a trending market.
Over the course of the replay, the index climbed from 1478.52 to 1634.82, delivering a 10.6% gain that rewarded trend-following strategies. Participants navigated through 11 decision points, including 4 critical junctures where directional conviction was essential. The journey was not linear: a maximum drawdown of 7.9% tested discipline, while the largest single-bar move of 2.3% challenged participants' ability to react to intraday momentum without overexposure. Each day presented authentic historical price action to evaluate.
This scenario sharpens decision training by confronting participants with the core tension between letting profits run in a trend and protecting capital during inevitable pullbacks. The 7.9% drawdown reminds us that even favorable markets extract emotional costs, reinforcing the need for pre-defined exit rules. The 2.3% single-bar volatility highlights the importance of position sizing and avoiding reactive trading during spikes. By replaying these 150 bars, traders practice calibrating confidence during a boom while maintaining the risk discipline that separates calculated participation from reckless speculation.