ADX Downtrend Replay (1997-02-25 to 1997-03-10)
Relive a 1997 ADX correction where the index fell 19.7% over thirty daily bars. Replay each session, navigate seven decision points, and receive an AI coach review in a simulated, educational environment.
30 daily bars · 7 decision points · 1997-02 to 1997-03 · Stocks
Key facts
This window spans 42 days with a peak-to-trough drawdown of 22.0% and a 8.5% run-up.
- Max drawdown
- −22.0%
- Max run-up
- +8.5%
- Duration
- 42 days
- Largest single-day move
- +8.5%
- 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 the opening weeks of 1997, the Abu Dhabi Exchange was navigating a stretch of rising uncertainty, and the daily tape between late February and mid-March became a working lesson in how quickly an orderly advance can lose its footing. With seven decision points embedded in thirty trading sessions, the window was designed to force participants to weigh conviction against caution at every turn, rather than commit to a single narrative.
When the closing price slid from 13.62 to 10.94, a 19.7% retreat, the headline loss told only part of the story. The path included a 22.0% maximum drawdown and an 8.5% single-bar lurch, the kind of move that punishes hesitations on both sides of the tape. Of the seven prompts the replay surfaces, three carry extra weight, and they tend to cluster near the days when volatility expands and intraday ranges widen, exactly the moments where process is tested more than opinion.
What the scenario ultimately trains is the unglamorous craft of operating through a correction: sizing exposure before the drawdown deepens, documenting the reasoning behind each choice, and separating the impulse to act from the evidence on the chart. Reviewing the AI coach notes afterward usually surfaces the same theme, that the most instructive losses come less from being wrong about direction and more from being unprepared for speed, so the educational value lies in rehearsing that response while capital remains simulated.
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