TA-35 Downtrend Replay (2002-07-17 to 2002-08-14)
Replay 32 daily bars of the TA-35 from 2002-07-02 to 2002-08-27, capturing a 6.6% drawdown inside a correction. Walk through 7 decision points, including 3 critical ones, with day-by-day controls and an AI coach review in simulated capital mode.
32 daily bars · 7 decision points · 2002-07 to 2002-08 · Stocks
Key facts
This window spans 56 days with a peak-to-trough drawdown of 6.6% and a 8.4% run-up.
- Max drawdown
- −6.6%
- Max run-up
- +8.4%
- Duration
- 56 days
- Largest single-day move
- −3.7%
- Bars
- 32 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 TA-35, Israel's benchmark equity index, entered a correction phase in mid-2002. This replay covers 32 daily bars from 2002-07-02 to 2002-08-27, a period when markets were still adjusting to the aftermath of the dot-com crash and regional uncertainties. Participants face the challenge of navigating a declining phase within a broader volatile environment, with seven decision points requiring strategic responses.
Over the course of this replay, the index closed at 358.62 before ultimately reaching 382.05, representing a 6.5% gain overall despite the correction. The maximum drawdown reached 6.6%, with the largest single-bar move hitting 3.7%, underscoring the intraday volatility that characterizes correction phases. Three critical decision points punctuate this period, demanding disciplined risk management and clear-headed assessment.
This replay hones decision-training skills across three dimensions: process, risk, and psychology. Participants learn to distinguish temporary corrections from structural breakdowns, refine position sizing under drawdown pressure, and practice emotional regulation when facing consecutive losing sessions. The simulated capital environment allows participants to experiment with stop-loss discipline and portfolio rebalancing without financial consequence, building habits that transfer to live markets.