Gold Historical Replay: 2001-11 to 2002-05
Step into a 120-day gold replay from 2001-11-13 to 2002-05-09, where price climbed 11.4% from 277.8 to 309.5. You make daily decisions across 7 critical turning points, then receive an AI coach review in a simulated, educational setting.
120 daily bars · 21 decision points · 2001-11 to 2002-05 · Commodities
Key facts
This window spans 177 days with a peak-to-trough drawdown of 4.5% and a 14.7% run-up.
- Max drawdown
- −4.5%
- Max run-up
- +14.7%
- Duration
- 177 days
- Largest single-day move
- +3.1%
- Bars
- 120 Daily bars
- Decision points
- 21
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 replay transports you to the gold market in late 2001, when the US dollar was in a pronounced bear phase and twin deficits weighed on the economic outlook. Investors were grappling with what a weaker currency and expanding fiscal gap meant for hard assets. You are placed at the helm of daily decisions across 120 trading days, facing an environment where sentiment could shift quickly on economic data or geopolitical developments.
Gold rose from 277.8 to 309.5 over the period, an 11.4% advance that unfolded amid choppy conditions. The market experienced a maximum drawdown of 4.5%, with the largest single-bar move reaching 3.1%. Across 21 decision points—7 of which were deemed critical—participants had to judge momentum, assess whether pullbacks offered entries or signaled reversals, and manage exposure through periods of elevated uncertainty.
This scenario trains you to act without hindsight. The drawdown figure reminds you that even a trending market punishes impatience or oversized positions. The single-bar volatility forces disciplined stop-thinking and position sizing. By confronting authentic 2000s market texture—the interplay of dollar weakness, deficit concerns, and gold's safe-haven appeal—you develop the analytical rigor and emotional composure needed when real capital is not at stake but the learning is genuine.
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