Energy Sel SPDR Uptrend Replay (2003-08-05 to 2004-03-01)
Replay a steady energy ETF uptrend across 150 daily bars from July 2003 to March 2004, with close rising from 11.52 to 14.96 for a 29.9% gain. Step through each trading day, face 11 decision points, and receive an AI coach review on your simulated choices.
150 daily bars · 11 decision points · 2003-07 to 2004-03 · Stocks
Key facts
This window spans 217 days with a peak-to-trough drawdown of 4.6% and a 32.5% run-up.
- Max drawdown
- −4.6%
- Max run-up
- +32.5%
- Duration
- 217 days
- Largest single-day move
- +2.7%
- Bars
- 150 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
The scenario centers on the Energy Select Sector SPDR ETF during the 2000s, tracking a sustained uptrend from late July 2003 through early March 2004. Over 150 trading days, energy markets benefited from strengthening global demand and favorable sector rotation dynamics. Participants replaying this period face the challenge of maintaining disciplined decision-making across an extended rally, balancing the temptation to overtrade against the need to manage exposure responsibly.
The closing price climbed from 11.52 to 14.96, translating to a net gain of 29.9%. The journey was not a straight line upward; the largest single-bar move reached 2.7%, while the maximum drawdown measured 4.6%. Within this steady advance, 11 decision points were embedded—4 designated as critical—requiring participants to evaluate momentum shifts and adjust positions strategically rather than reactively.
This replay sharpens decision training by demonstrating that consistent gains come from process and patience, not timing every fluctuation. The contained drawdown of 4.6% reinforces the importance of position sizing and risk limits, even in favorable trending conditions. Participants learn to distinguish between meaningful trend signals and noise, building habits that transfer to future market environments where volatility may be less forgiving.
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