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TA-35 Downtrend Replay (2020-02-12 to 2020-03-23)

StocksTA-35ILCrash2020-01 to 2020-04Difficulty 5/5FreeView charts

Replay a brutal 42-day stretch on Israel's TA-35 index that erased 22.4 percent as it fell from 1735.88 to 1347.19. You walk through daily market sessions, navigate eight decision points, and receive an AI coach review of your choices in a simulated, educational environment.

42K lines
8Decision points
5Difficulty
DailyGranularity

42 daily bars · 8 decision points · 2020-01 to 2020-04 · Stocks

Key facts

This window spans 81 days with a peak-to-trough drawdown of 33.1% and a 15.0% run-up.

Max drawdown
−33.1%
Max run-up
+15.0%
Duration
81 days
Largest single-day move
−11.0%
Bars
42 Daily bars
Decision points
8

Every figure above is computed programmatically from this replay’s own candle series — no editorial input, no LLM. Methodology: Methodology

How to play
  1. The market advances day by day. You only see candles up to the current day — as if you were really there.

  2. At key decision points choose Buy / Trim / Exit / Hold. Each decision advances the timeline by one day.

  3. 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

In early 2020, the TA-35 index stood as Israel's primary equity benchmark when a global health crisis began reshaping financial markets. The period from February 12 to March 23, 2020 placed traders in an environment where uncertainty compounded daily and capital preservation became paramount. Participants faced eight decision points embedded within 42 daily market sessions, with three representing critical junctures where positioning choices carried heightened consequence. The scenario recreates the pressure of navigating a market in freefall, requiring both analytical discipline and emotional resilience.

The numbers tell a stark story of decline. The index descended from 1735.88 to 1347.19, erasing -22.4% of its value across the data span from January 23 to April 13. Maximum drawdown hit 33.1%, meaning peak-to-trough losses substantially exceeded the headline decline. The largest single session delivered an 11.0% move, illustrating the violent swings that characterize crash environments. These figures capture not merely statistical losses but the lived experience of managing capital when markets move with devastating momentum.

This replay emphasizes process over prediction. No one could reliably forecast the precise bottom, but disciplined risk management and emotional control determine whether a portfolio survives such stretches. The three critical decision points test whether participants can maintain perspective when headlines grow alarming and losses mount. Rather than seeking certainty in chaos, the training focuses on building frameworks for sound decision-making under stress—recognizing that survival in volatile markets depends more on psychology and process than on predicting every market move.