TA-35 Downtrend Replay (2022-04-05 to 2022-06-16)
Replay a TA-35 downtrend spanning 80 daily bars with a peak drawdown of 13.8%. Step through each session, face 11 decision points, and receive an AI coach review of your choices in this simulated training environment.
80 daily bars · 11 decision points · 2022-02 to 2022-07 · Stocks
Key facts
This window spans 146 days with a peak-to-trough drawdown of 13.8% and a 7.7% run-up.
- Max drawdown
- −13.8%
- Max run-up
- +7.7%
- Duration
- 146 days
- Largest single-day move
- −5.3%
- Bars
- 80 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 index entered a pronounced correction phase between April and June 2022, a period when global equities faced mounting pressures from tightening monetary policy and persistent inflation concerns. This 80-bar replay session places participants directly into the Israeli equity market during this challenging stretch, where 11 decision points—including 4 marked as critical—tested investors at every turn. The scenario recreates authentic daily price action, allowing traders to experience the tension of navigating a sustained downtrend without hindsight knowledge of where the index would ultimately settle.
The data span running from February 24 to July 20, 2022 captures the full arc of this correction. While the closing level shifted only modestly from 1927.41 to 1901.97, representing a net decline of 1.3%, this headline figure obscures the turbulence within. The index experienced a maximum drawdown of 13.8% from peak to trough, with volatility punctuated by a single-day move of 5.3%—a reminder that directional outcomes rarely move in straight lines. Participants who focused solely on the modest net loss would have missed the psychological and risk-management lessons embedded in the interim swings.
This replay sharpens three essential skills. First, process discipline: following a rules-based approach matters more than predicting direction. Second, risk calibration: a 13.8% drawdown tests position sizing and stop-loss discipline in ways that paper analysis cannot replicate. Third, emotional regulation: navigating 4 critical junctures under uncertainty builds the psychological resilience that distinguishes experienced practitioners. By stepping through each session without future knowledge, trainees internalize that surviving drawdowns with intact capital is the prerequisite for participating in any eventual recovery.