Energy Sel SPDR Uptrend Replay (2006-09-20 to 2006-12-14)
Ride a 3.7% single-bar surge in Energy Select SPDR between 2006-09-20 and 2006-12-14, after a 13.1% max drawdown set the stage. Replay each of the 122 daily bars, tackle 11 decision points, and review with the AI coach in this simulated training scenario.
122 daily bars · 11 decision points · 2006-08 to 2007-01 · Stocks
Key facts
This window spans 177 days with a peak-to-trough drawdown of 13.1% and a 21.3% run-up.
- Max drawdown
- −13.1%
- Max run-up
- +21.3%
- Duration
- 177 days
- Largest single-day move
- −3.7%
- Bars
- 122 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 the autumn of 2006, the Energy Select SPDR (XLE) entered a replay scenario spanning from late September through mid-December, placing participants inside 122 daily bars of a market seeking direction after turbulence. The 2000s energy sector had been oscillating between optimism about commodity prices and anxiety about global demand signals, and this period offered a compressed test of how traders navigate uncertainty when a prior decline had shaken confidence. Participants faced the challenge of reading momentum shifts without the benefit of hindsight.
The scenario unfolded with a net close of 29.23 to 29.05, representing a modest -0.6% outcome over the full span. Beneath this flat headline lay a wilder internal journey: a max drawdown of 13.1% tested risk tolerance at multiple points, while a largest single-bar move of 3.7% occasionally flash-pointed the action. Participants encountered 11 decision points across the replay, with 4 marked as critical junctions where directional conviction mattered most. The exercise was less about predicting a grand trend than surviving the noise between 2006-08-07 and 2007-01-31.
This replay teaches that process discipline outlasts any single price prediction. The 13.1% drawdown reminds traders that volatility is structural, not exceptional, while the 3.7% bar spike shows how quickly sentiment can reverse. Navigating 11 decision points cultivates the habit of acting on defined criteria rather than reacting to headlines. For training purposes, the scenario's value lies in building the psychological stamina to hold a framework through adverse swings—an essential muscle for anyone studying historical market behavior without the safety net of actual capital at risk.
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