Energy Sel SPDR Uptrend Replay (2002-01-22 to 2002-04-02)
Replay 98 daily bars of the Energy Select SPDR from Dec 2001 to May 2002, capturing a 10.1% run-up. Step through each session, face 4 critical decision points, and receive an AI coach review of your simulated choices.
98 daily bars · 11 decision points · 2001-12 to 2002-05 · Stocks
Key facts
This window spans 144 days with a peak-to-trough drawdown of 8.4% and a 19.2% run-up.
- Max drawdown
- −8.4%
- Max run-up
- +19.2%
- Duration
- 144 days
- Largest single-day move
- −3.4%
- Bars
- 98 Daily bars
- Decision points
- 11
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
In late 2001 and early 2002, the Energy Select SPDR faced a market environment defined by lingering post-September 11 uncertainty and mounting concerns about a potential economic slowdown. Against this backdrop, the ETF tracked 98 daily bars from December 13, 2001 to May 6, 2002, a period when energy markets were searching for direction between demand fears and supply pressures. Participants entering this replay step into a market where every session carried weight and where the prevailing trend was anything but obvious.
The close moved from 12.43 to 13.68, delivering a 10.1% return over the full span. This seemingly steady advance came with a maximum drawdown of 8.4%, reminding participants that even gentler trends carry meaningful retracements. The largest single-bar move of 3.4% occurred at least once, punctuating the quiet with sudden momentum. Across the period, participants confronted 11 decision points, four of which were critical junctures where directional conviction was truly tested.
This replay sharpens decision-making under ambiguity. The 8.4% drawdown asks whether participants can hold conviction through interim losses without abandoning a viable thesis. The 3.4% single-session swings test discipline against overtrading on noise. With four critical nodes demanding clear choices, the scenario reveals how uncertainty itself becomes the primary challenge, teaching participants to separate information from emotion and to measure success by process quality rather than outcome certainty.