Energy Sel SPDR Uptrend Replay (2007-03-05 to 2007-07-19)
Replay the 2007 energy sector ETF uptrend and feel a 20.1% climb from 28.83 to 34.62 across 150 daily bars. You navigate each session, tackle decision points, and receive an AI coach review of your choices in this simulated, educational market environment.
150 daily bars · 11 decision points · 2007-01 to 2007-08 · Stocks
Key facts
This window spans 213 days with a peak-to-trough drawdown of 12.4% and a 34.2% run-up.
- Max drawdown
- −12.4%
- Max run-up
- +34.2%
- Duration
- 213 days
- Largest single-day move
- −4.0%
- 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 early months of 2007 found energy markets riding a wave of global demand and commodity optimism. Over the span from January through August, the Energy Select Sector SPDR ETF (XLE) became a focal point for traders studying sector rotation dynamics. This replay immerses you in 150 daily bars of authentic price action, asking you to navigate the tension between sustained upside momentum and the inevitable pullbacks that test conviction.
The numbers tell a story of solid appreciation punctuated by turbulence. The close price moved from 28.83 to 34.62, representing a 20.1% gain over the period. Yet the journey was far from linear, with a maximum drawdown of 12.4% testing even patient strategies. The largest single-bar move of 4.0% served as a reminder that volatility can snap positions unexpectedly. Across 11 decision points, including 4 critical junctures, participants faced moments where conviction and risk management collided.
This scenario sharpens three essential skills for any market participant. First, the process of reading momentum: distinguishing genuine trend continuation from noise requires discipline. Second, risk calibration: a 12.4% drawdown forces honest assessment of position sizing and tolerance. Third, psychological resilience: managing through volatility without abandoning a sound thesis separates long-term performers. The replay trains you to balance these elements across multiple decision points, building habits that transfer beyond any single trade or market cycle.