Energy Sel SPDR Uptrend Replay (2005-11-10 to 2005-12-14)
Replay the 2005 Energy Sel SPDR uptrend across 48 daily bars, where the ETF climbed from 23.83 to 25.16, a 5.6% advance. Step through each session, tackle 9 decision points, and receive an AI coach review of your simulated choices.
48 daily bars · 9 decision points · 2005-10 to 2005-12 · Stocks
Key facts
This window spans 67 days with a peak-to-trough drawdown of 7.7% and a 12.6% run-up.
- Max drawdown
- −7.7%
- Max run-up
- +12.6%
- Duration
- 67 days
- Largest single-day move
- −3.4%
- Bars
- 48 Daily bars
- Decision points
- 9
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) presented traders with a classic medium-term uptrend scenario across the final quarter of 2005. This 48-bar journey from late October through year-end captured a period where energy markets were adjusting to evolving supply dynamics and seasonal demand patterns. Participants faced the challenge of identifying sustainable momentum while managing the inherent volatility of sector rotation trades. The approved summary frames this as a decision-training exercise, where each session offers a fresh evaluation of market conditions.
The ETF ultimately delivered a 5.6% advance, closing at 25.16 from an opening of 23.83. This was no straight-line rally—the fund endured a 7.7% maximum drawdown and absorbed a largest single-bar move of 3.4% along the way. Nine decision points punctuated the replay, including three critical moments where directional conviction was truly tested. Each bar presented participants with choices about position sizing, stop placement, and whether momentum signals warranted adding exposure or reducing it.
This replay sharpens several decision-making competencies. The drawdown period teaches patience and discipline when positions move against you unexpectedly. The volatility spikes demand clear pre-trade rules for managing risk under pressure. Perhaps most importantly, the mixed signals throughout require participants to distinguish between temporary pullbacks and genuine trend breakdowns—a distinction that separates disciplined practitioners from reactive ones.
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