Energy Sel SPDR Uptrend Replay (2000-04-17 to 2000-05-15)
Replay an authentic 40-bar Energy Sel SPDR uptrend across 2000, watching the ETF climb 5.4% from 14.66 to 15.45. You step through each daily bar, tackle seven decision points with three critical ones, and receive an AI coach review of your simulated choices.
40 daily bars · 7 decision points · 2000-03 to 2000-05 · Stocks
Key facts
This window spans 56 days with a peak-to-trough drawdown of 6.7% and a 16.0% run-up.
- Max drawdown
- −6.7%
- Max run-up
- +16.0%
- Duration
- 56 days
- Largest single-day move
- +3.1%
- Bars
- 40 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 Sector SPDR (XLE) provides a compact window into early-2000s energy markets. Between late March and late May 2000, the ETF traced a 40-bar uptrend across a period when oil prices were volatile and technology stocks were collapsing. Participants enter this replay to experience the tension between energy sector resilience and market uncertainty during that transitional era.
Across the 40 trading days, XLE climbed from 14.66 to 15.45, delivering a 5.4% gain. The journey proved turbulent: a maximum drawdown of 6.7% tested conviction, while the largest single-day move of 3.1% demanded real-time judgment. Seven decision points punctuated the advance—including three critical junctures where participants had to choose between holding, adjusting, or repositioning.
This scenario sharpens three essential skills. First, it forces disciplined risk management through an uncomfortable 6.7% pullback before gains materialize. Second, it reveals how moderate single-bar volatility of 3.1% can erode confidence even within a profitable trend. Third, it highlights that success depends not on predicting the outcome but on maintaining sound decision processes across ambiguous market conditions. The 40-bar timeframe teaches patience; the 7 decision points teach that every choice carries consequence—and that learning from simulated outcomes is the real reward of replay training.