TA-35 Downtrend Replay (2018-11-08 to 2018-12-24)
Replay Israel's TA-35 sliding 6.6% across a 52-session correction that saw a 14.4% drawdown. Walk through each authentic daily bar, face 9 decision points, and receive an AI coach review of your simulated trades.
52 daily bars · 9 decision points · 2018-10 to 2019-01 · Stocks
Key facts
This window spans 91 days with a peak-to-trough drawdown of 14.4% and a 5.9% run-up.
- Max drawdown
- −14.4%
- Max run-up
- +5.9%
- Duration
- 91 days
- Largest single-day move
- −7.0%
- Bars
- 52 Daily bars
- Decision points
- 9
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 index serves as Israel's primary equity benchmark, and in late 2018 it entered a notable correction phase that tested the resolve of every market participant. The replay spans 52 trading sessions from mid-October 2018 through mid-January 2019, a period when global risk sentiment was deteriorating amid trade tensions and central bank uncertainty. This scenario places you at the decision points within an authentic historical correction, where protecting capital while maintaining discipline was the central challenge.
What unfolded was a sustained downtrend that stripped 6.6% from the index, closing at 1485.17 from an opening 1590.47. The journey was far more turbulent than the headline figure suggests, with maximum drawdown reaching 14.4% and the most violent single session delivering a 7.0% swing. Across nine decision points—three of them critical junctures—participants had to navigate shifting momentum, false breakouts, and the psychological pressure of mounting losses in real time.
The educational value lies in experiencing how corrections unfold rather than merely reading about them. Participants learn to distinguish between strategic repositioning and panic-driven exits, manage position sizing against known volatility parameters, and confront the behavioral traps of loss aversion and recency bias. The scenario's intensity, concentrated in those three critical moments, makes it an effective training ground for building the emotional resilience and process discipline that separate sustainable risk management from reactive trading.