ADX Downtrend Replay (1995-08-15 to 1995-08-29)
Step into a 12.9% maximum drawdown ADX correction spanning 30 daily bars from August 1 to September 12, 1995. Replay the session-by-session tape, face 7 decision points with 3 flagged as critical, and let the AI coach review each choice in a simulated training environment.
30 daily bars · 7 decision points · 1995-08 to 1995-09 · Stocks
Key facts
This window spans 42 days with a peak-to-trough drawdown of 12.9% and a 17.9% run-up.
- Max drawdown
- −12.9%
- Max run-up
- +17.9%
- Duration
- 42 days
- Largest single-day move
- +8.1%
- 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 August 1995, the Abu Dhabi Securities Exchange (ADX) entered a correction phase that would test even seasoned regional investors. The market, still maturing in its early years of operation, faced the typical volatility challenges of emerging Gulf equities. Over roughly six weeks of trading, participants would navigate an environment where capital preservation competed with the temptation to capture perceived value at declining prices.
The data reveals a complex tape: prices fell 12.9% from peak to trough across 30 daily bars before recovering to close the period at 9.31 from an opening of 8.78—a net gain of 6.0%. The correction itself was punctuated by dramatic single sessions, with the largest single-bar move reaching 8.1%, illustrating how quickly sentiment could shift in a thinly traded market. Seven distinct decision points emerged throughout this replay, with three flagged as particularly demanding critical junctures where directional conviction was essential.
This scenario trains traders to manage drawdown psychology—the emotional strain of watching unrealized losses mount while fundamentals remain unclear. The 12.9% maximum drawdown serves as a concrete stress-test benchmark, teaching position-sizing discipline and the difference between price noise and genuine trend invalidation. Participants learn that surviving the largest single-bar moves requires both technical preparation and emotional resilience, skills transferrable across markets and eras.
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