Energy Sel SPDR Uptrend Replay (2006-06-13 to 2006-07-11)
Replay the 2006 energy ETF uptrend across 40 daily bars where the close moved only 1.9% despite an 11.2% drawdown. You step through each authentic session, tackle 7 decision points, and receive an AI coach review of your simulated choices.
40 daily bars · 7 decision points · 2006-05 to 2006-07 · Stocks
Key facts
This window spans 59 days with a peak-to-trough drawdown of 11.2% and a 15.4% run-up.
- Max drawdown
- −11.2%
- Max run-up
- +15.4%
- Duration
- 59 days
- Largest single-day move
- −3.8%
- 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
In the 2000s, energy markets were riding a decade-long commodity boom as oil prices fluctuated between geopolitical uncertainty and growing global demand. The XLE energy sector ETF offered investors a concentrated way to track this volatile space. This replay scenario spans 40 daily bars from 2006-05-26 to 2006-07-24, a period when energy investors faced the challenge of capturing upside while managing sector-specific risks.
Over the full data window, the close moved from 27.55 to 28.06, representing a modest 1.9% gain. Yet this tame net result concealed a turbulent journey. The max drawdown reached 11.2%, and the largest single-bar move was 3.8%, meaning the market delivered sharp reversals even as the ultimate outcome remained range-bound. Participants navigated 7 decision points, including 3 critical moments where conviction and timing were tested against the noise of daily volatility.
This scenario sharpens the ability to distinguish between signal and noise. A 1.9% net gain with an 11.2% max drawdown illustrates how holding through volatility can work, but only with proper position sizing and a clear exit plan. The 3.8% intraday swings test emotional discipline, reminding traders that the process matters more than any single outcome. For decision trainees, the core lesson is managing risk when the market offers modest returns punctuated by sharp interim losses.
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