Energy Sel SPDR Uptrend Replay (2004-08-17 to 2004-10-06)
Replay a 2004 energy ETF uptrend across 72 daily bars where the close climbed 10.3% to 17.57. Walk through each session, navigate 11 decision points, and receive an AI coach review of your simulated choices.
72 daily bars · 11 decision points · 2004-07 to 2004-10 · Stocks
Key facts
This window spans 100 days with a peak-to-trough drawdown of 6.7% and a 19.1% run-up.
- Max drawdown
- −6.7%
- Max run-up
- +19.1%
- Duration
- 100 days
- Largest single-day move
- +2.5%
- Bars
- 72 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 Fund during a rally period spanning mid-August to early October 2004, a time when energy markets were attracting renewed institutional attention amid evolving commodity dynamics. The replay draws on 72 daily bars of authentic historical price action, offering traders a structured environment to engage with an emerging uptrend. What made this period particularly instructive was not merely the directional move, but the interplay of steady appreciation and occasional intraday reversals that tested conviction at multiple junctures.
Over the course of the replay, the closing price climbed from 15.93 to 17.57, delivering a 10.3% gain. This trajectory, however, was not linear. The market experienced a maximum drawdown of 6.7% during the span, reminding participants that even established trends carry meaningful retracement risk. The largest single-bar move of 2.5% underscores how concentrated volatility bursts can challenge position management. Across these sessions, participants navigated 11 decision points—four identified as critical—requiring them to act or refrain as price action evolved daily.
The replay illuminates how process discipline matters more than outcome certainty. A 6.7% drawdown can erode confidence even within a profitable setup, exposing whether traders adhere to their frameworks or react emotionally. Critical decision points function as diagnostic moments: do participants lean into momentum or protect capital? Neither answer is universally correct, but the replay forces explicit choices whose reasoning can then be examined. For training purposes, the value lies not in achieving the 10.3% return but in understanding why certain decisions were made and how behavioral patterns influence risk-adjusted outcomes over time.
Featured in the archive