TA-35 Uptrend Replay (2019-06-03 to 2019-08-01)
Replay 72 daily bars of the TA-35 from April to August 2019 and study how the index slipped -3.3% despite a broader uptrend. Walk through each decision point day-by-day, test your reactions, then review your calls with the AI coach in a simulated training environment.
72 daily bars · 11 decision points · 2019-04 to 2019-08 · Stocks
Key facts
This window spans 127 days with a peak-to-trough drawdown of 5.7% and a 6.7% run-up.
- Max drawdown
- −5.7%
- Max run-up
- +6.7%
- Duration
- 127 days
- Largest single-day move
- −3.0%
- Bars
- 72 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 stock index, faced a testing period in mid-2019 as geopolitical tensions and global trade uncertainties weighed on investor sentiment. The replay spans 72 daily bars from April 24 to August 29, 2019—a timeframe that captured both seasonal slowdowns and sharp reversals. Participants entered a market where the broader narrative promised an uptrend, yet the path was far from smooth, with 11 decision points embedded throughout, including 4 that the replay marks as critical. The stakes were clear: navigating volatility while staying aligned with a dominant directional bias.
By the replay's end, the index closed at 1561.98, down from 1614.67—a modest -3.3% retreat that obscures the turbulence beneath. The maximum drawdown reached 5.7%, meaning participants who entered near local highs experienced meaningful paper losses before any recovery. The largest single-bar move of 3.0% served as a reminder that volatility clusters, and that emotional discipline matters as much as directional conviction. Despite the negative net return, the period was framed as an uptrend replay, suggesting that context shapes how traders interpret and respond to price action.
This scenario trains three core skills. First, process discipline: following a rules-based approach when the tape turns against you prevents impulsive exits. Second, risk calibration: a 5.7% drawdown tests position sizing and stop-loss logic in a way that hypothetical scenarios cannot. Third, psychological resilience: accepting a -3.3% outcome within a trending environment challenges the need to be right versus the need to survive. Reviewing each of the 11 decision points—especially the 4 critical ones—reveals where instinct overrode analysis, offering a structured path to sharper judgment in future live markets.