TA-35 Uptrend Replay (2026-03-30 to 2026-05-25)
Replay 66 daily bars of the TA-35 from 2026-03-05 to 2026-06-16, a stretch that ended down 3.3% despite a 7.7% drawdown along the way. You step through each session, face 11 decision points, and receive AI coach feedback in a simulated training environment.
66 daily bars · 11 decision points · 2026-03 to 2026-06 · Stocks
Key facts
This window spans 103 days with a peak-to-trough drawdown of 7.7% and a 12.5% run-up.
- Max drawdown
- −7.7%
- Max run-up
- +12.5%
- Duration
- 103 days
- Largest single-day move
- −4.2%
- Bars
- 66 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.
Related scenarios
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- TA-35 Uptrend Replay (2021-03-04 to 2021-06-14)2021 · Lv.2
- ISEQ Uptrend Replay (2026-04-27 to 2026-06-25)2026 · Lv.2
- Consumer Disc SPDR Uptrend Replay (2026-03-30 to 2026-05-28)2026 · Lv.1
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Event Replay
What happened — and what it teaches
The TA-35, Israel's benchmark stock index, provides the setting for this 66-bar replay spanning March to June 2026. Participants enter an authentic historical stretch where the market's direction remained uncertain, confronting 11 decision points that punctuate the simulation. Four of these moments carry heightened consequence, demanding careful judgment as conditions shift session by session.
The period concluded with the index closing at 4210.43, down 3.3% from its starting level of 4355.91. Yet the headline figure understates the journey—the market carved a 7.7% drawdown along the way, with a single session delivering a 4.2% swing that tested participants' risk composure. This was not a straight decline but a textured oscillation that rewarded no simple narrative.
What this replay trains is not prediction but process. A 3.3% final loss can still contain moments where sound decisions were made, and a 7.7% drawdown need not break a disciplined approach. The 11 decision points become laboratories for practicing risk management and emotional regulation under pressure. Participants learn that surviving volatile stretches—whether a 4.2% intraday shock or a gradual 7.7% trough—depends more on consistent methodology than on directional conviction.
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