ADX Downtrend Replay (1991-04-17 to 1991-05-02)
Replay a 1991 Abu Dhabi exchange correction across 30 daily bars from April 3 to May 14, 1991, where the index fell 5.6%. You step through seven decision points, including three critical ones, and receive an AI coach review of each simulated choice.
30 daily bars · 7 decision points · 1991-04 to 1991-05 · Stocks
Key facts
This window spans 41 days with a peak-to-trough drawdown of 15.0% and a 12.6% run-up.
- Max drawdown
- −15.0%
- Max run-up
- +12.6%
- Duration
- 41 days
- Largest single-day move
- +11.4%
- Bars
- 30 Daily bars
- Decision points
- 7
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
In April 1991, the Abu Dhabi Securities Exchange entered a correction phase that would test even the most seasoned market participants. This replay spans 30 daily bars from early April through mid-May, placing you in the shoes of an investor navigating one of the earliest documented downturns on the modern ADX. The 1990s context is essential: regional markets were still developing infrastructure and investor frameworks, making disciplined decision-making especially critical during volatile periods. What was at stake was not just capital preservation but the foundational habit of maintaining composure when prices move against positions.
The index closed the data span at 1.85, down from an opening of 1.96, representing a -5.6% decline over the 30-bar window. However, the headline figure obscures the turbulence within: the maximum drawdown reached 15.0%, meaning peak-to-trough losses far exceeded the final settlement. The largest single-bar move of 11.4% in a single session would have demanded either strong conviction to hold or disciplined risk controls to limit exposure. Across this period, seven decision points were embedded, with three deemed critical junctions where directional conviction was most severely tested.
This replay teaches that surviving a correction requires separating the signal from the noise of daily volatility. The process discipline of updating views only at defined nodes, the risk management of sizing positions to withstand the 15.0% drawdown environment, and the psychological resilience to act coherently when a single session wipes double digits all converge in the decision training. Completing this scenario builds intuition for the interplay between patience and action that defines effective market navigation.