Energy Sel SPDR Uptrend Replay (2000-11-30 to 2000-12-28)
Replay 40 daily bars of the Energy Select SPDR from November 2000 to January 2001, navigating a 8.7% drawdown on this educational market replay. Step through each session, make decisions at 3 critical decision points, and receive AI coach feedback in a simulated environment.
40 daily bars · 7 decision points · 2000-11 to 2001-01 · Stocks
Key facts
This window spans 58 days with a peak-to-trough drawdown of 8.7% and a 12.1% run-up.
- Max drawdown
- −8.7%
- Max run-up
- +12.1%
- Duration
- 58 days
- Largest single-day move
- −4.4%
- 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
This replay immerses traders in the Energy Select SPDR as the 2000s dawned, a period when energy markets navigated uncertain demand signals and shifting economic sentiment. The scenario spans 40 daily bars from November 2000 into January 2001, inviting participants to steer through a market that ultimately closed the stretch with a modest decline of -0.9%, slipping from 16 to 15.86. The educational challenge lies in managing positions when the broader trajectory offers no easy directional conviction.
The period proved testing. The fund endured an 8.7% maximum drawdown, a meaningful trough that tested resolve and risk management. Volatility manifested in bursts, with the largest single-bar move reaching 4.4%, underscoring how quickly sentiment could shift within the energy sector. Navigating seven decision points, including three deemed critical, required participants to assess evolving conditions and adjust their stance without the benefit of hindsight.
For decision training, this replay emphasizes process over prediction. The modest net loss paired with substantial underlying volatility illustrates why outcome-focused thinking can mislead. Participants practice maintaining discipline through drawdowns, calibrating position sizing to account for unexpected swings, and resisting reactive decisions when markets move sharply. The 2000s era context also reminds traders that navigating uncertainty demands both analytical rigor and psychological resilience.