TA-35 Uptrend Replay (2025-04-09 to 2025-07-23)
Replay the TA-35 index climbing 25.4% across 116 trading days from February to September 2025, with a peak drawdown of just 6.4%. Step through each session, tackle 4 critical decision points, and receive an AI coach review of your simulated choices for educational insight.
116 daily bars · 11 decision points · 2025-02 to 2025-09 · Stocks
Key facts
This window spans 205 days with a peak-to-trough drawdown of 6.4% and a 32.1% run-up.
- Max drawdown
- −6.4%
- Max run-up
- +32.1%
- Duration
- 205 days
- Largest single-day move
- −3.1%
- Bars
- 116 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, Israel's benchmark equity gauge, entered a powerful sustained uptrend during the 2020s. From mid-February 2025, the market faced a pivotal period where global sentiment, domestic factors, and sector rotations would test investors' conviction and discipline. The stage was set for a rare clean trend—one that rewarded process-driven decision making over reactive guessing.
Over 116 trading days spanning February 17 to September 10, 2025, the TA-35 climbed from 2492.42 to 3124.37, delivering a 25.4% return. The journey was remarkably smooth: the maximum drawdown totaled just 6.4%, and the largest single-day move never exceeded 3.1%. Participants navigated 11 decision points, including 4 critical junctures where positioning and risk management determined outcomes.
This replay teaches that low-volatility trending markets expose the gap between theory and execution. A 6.4% peak retracement sounds trivial until your own portfolio approaches it mid-session—and psychology makes paper losses feel real. Decision training here centers on maintaining position sizing discipline, avoiding premature profit-taking, and honoring stop protocols even when the trend appears unbroken. The session rewards participants who separate outcome variance from process errors, building the emotional resilience that distinguishes long-term participants from short-term casualties.
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