Energy Sel SPDR Downtrend Replay (2007-12-26 to 2008-01-22)
Replay 36 daily bars from December 2007 to February 2008 as the Energy Select SPDR slid toward a 16.9% drawdown. You step through the correction day by day, face seven decision points, and receive an AI coach review of each call using simulated capital only.
36 daily bars · 7 decision points · 2007-12 to 2008-02 · Stocks
Key facts
This window spans 52 days with a peak-to-trough drawdown of 16.9% and a 7.3% run-up.
- Max drawdown
- −16.9%
- Max run-up
- +7.3%
- Duration
- 52 days
- Largest single-day move
- −4.1%
- Bars
- 36 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 late 2007, the Energy Select SPDR (XLE) was navigating one of the most treacherous periods for energy markets in the 2000s. This replay covers 36 daily bars from December 2007 to February 2008, a span when oil prices were volatile and global economic uncertainty was mounting. Participants face the challenge of managing positions through a sustained downtrend while managing risk.
Over the data span from 2007-12-11 to 2008-02-01, the closing price declined from 37.53 to 35.67, representing a -5.0% net loss. However, the true test lay beneath the surface: the max drawdown reached 16.9%, and the largest single-bar move measured 4.1%. Seven decision points punctuated this decline, three of which were deemed critical, demanding precise entries and exits amid accelerating volatility.
This scenario sharpens several core competencies: position sizing under deteriorating conditions, the discipline to act at inflection points, and emotional control when drawdowns approach double digits. The three critical decision points serve as pressure tests for participants' frameworks, revealing whether they can distinguish between temporary setbacks and structural breakdowns. By replaying this correction day-by-day without the benefit of hindsight, users develop the habits of careful observation and measured response that separate disciplined traders from reactive ones.