TA-35 Uptrend Replay (2020-09-24 to 2021-01-20)
Replay the TA-35 uptrend from July 2020 through March 2021, spanning 134 daily bars and a 15.3% climb. Step through each session, face 11 decision points, and receive an AI coach review in a simulated educational environment.
134 daily bars · 11 decision points · 2020-07 to 2021-03 · Stocks
Key facts
This window spans 234 days with a peak-to-trough drawdown of 11.2% and a 27.9% run-up.
- Max drawdown
- −11.2%
- Max run-up
- +27.9%
- Duration
- 234 days
- Largest single-day move
- +3.5%
- Bars
- 134 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 Israeli TA-35 index entered a sustained uptrend during the post-pandemic recovery period spanning from mid-2020 through early 2021. This scenario recreates 134 daily bars of authentic market data from July 27, 2020 to March 18, 2021, capturing a market that climbed from 1376.43 to 1587.28. For traders in training, this period presented the challenge of navigating a trending market while managing the psychological pressure of missed opportunities and the ever-present risk of reversals. The 2020s decade context adds historical value as an example of how equity indices behaved during one of the most extraordinary economic recoveries in modern history.
What unfolded was a 15.3% gain delivered not in a straight line but through periods of hesitation and acceleration. The journey included a maximum drawdown of 11.2%, reminding participants that even strong trends experience meaningful pullbacks. A single session produced a 3.5% move—the largest daily swing in the dataset—testing the ability to handle volatility spikes without abandoning disciplined process. Eleven decision points were embedded throughout, four deemed critical moments where positioning and risk management decisions carried outsized consequences for outcomes.
This replay sharpens decision-making by placing participants in authentic historical contexts where trend identification, drawdown tolerance, and emotional control were continuously evaluated. The 11 decision points simulate real pressure, while the AI coach review afterward reveals blind spots in judgment. The 11.2% peak-to-trough decline demonstrates why position sizing and exit discipline matter even in favorable environments. By studying how the market moved and replaying choices under identical conditions, learners develop pattern recognition and psychological resilience applicable to future scenarios.