Energy Sel SPDR Uptrend Replay (1999-06-28 to 1999-07-15)
Replay 30 daily bars from June 15 to July 27, 1999, and watch the Energy Select SPDR drift from 14.62 down to 13.88. You make the calls at 7 decision points, including 3 critical ones, then review outcomes with an AI coach in a simulated, educational environment.
30 daily bars · 7 decision points · 1999-06 to 1999-07 · Stocks
Key facts
This window spans 42 days with a peak-to-trough drawdown of 6.8% and a 7.6% run-up.
- Max drawdown
- −6.8%
- Max run-up
- +7.6%
- Duration
- 42 days
- Largest single-day move
- −2.7%
- 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 Energy Select SPDR in mid-1999 represented the energy sector's uncertain path during a decade marked by oil price volatility and shifting global demand patterns. This replay covers 30 daily bars from June 15 to July 27, 1999—a period when investors navigated fading dot-com enthusiasm and reassessed traditional sector allocations. At stake was understanding how sector ETFs behave when broad momentum stalls and individual decision points demand disciplined responses.
The replay shows the fund drifting from 14.62 down to 13.88, a -5.1% decline over the data span. This modest-looking number conceals real pressure: a max drawdown of 6.8% tested position management, while the largest single-bar move of 2.7% created moments where patience could easily break. Seven decision points—three flagged as critical—force participants to act under uncertainty rather than observe from safety.
Participants face a valuable training ground: managing a declining position, respecting drawdown limits, and resisting the psychological pull to average down or exit prematurely. The gap between knowing a decline is coming and acting correctly under it reveals why historical simulation matters for developing sound market judgment.