ADX Downtrend Replay (2002-01-04 to 2002-01-22)
Replay an authentic 14.4% UAE ADX correction across 30 daily bars from late 2001 into early 2002. Step through each session, tackle 7 decision points with 3 marked critical, and receive an AI coach review of your risk calls in a simulated training environment.
30 daily bars · 7 decision points · 2001-12 to 2002-02 · Stocks
Key facts
This window spans 44 days with a peak-to-trough drawdown of 14.4% and a 11.6% run-up.
- Max drawdown
- −14.4%
- Max run-up
- +11.6%
- Duration
- 44 days
- Largest single-day move
- −5.4%
- 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
The Abu Dhabi Securities Exchange (ADX) entered a correction phase spanning from late 2001 into early 2002. This 30-bar daily replay covers the period from 2001-12-19 to 2002-02-01, placing participants inside one of the most challenging downturns of the 2000s for regional Gulf equities. The scenario presents 7 decision points, 3 marked as critical, demanding disciplined responses as the market tested investor conviction across multiple sessions. Participants must navigate without hindsight knowledge of where the correction would ultimately bottom.
The closing price retreated from 45.13 to 43.14, translating to a -4.4% net decline over the full data span. However, the headline number masks the true severity: the market experienced a max drawdown of 14.4% from peak to trough, with the largest single-bar move reaching 5.4%. These figures illustrate how corrections can punish simple buy-and-hold approaches, as intermittent rallies provided false signals before selling pressure resumed. The gap between net loss and maximum drawdown reveals the emotional toll of sitting through swings of that magnitude.
This replay forces confrontation with the psychological dimensions of risk management. Participants must decide whether to hold, reduce exposure, or add positions as drawdown deepens. The three critical decision points serve as stress tests for pre-committed rules around position sizing and stop discipline. The core lesson is that surviving a correction requires not just technical analysis but emotional regulation, and that documented decision processes matter more than outcomes in training environments where capital is simulated.