Energy Sel SPDR Uptrend Replay (2009-09-02 to 2009-09-16)
Replay a 9.5% uptrend across 30 daily bars as the Energy Select SPDR climbs from 24.78 to 27.14. Step through each session, tackle 7 decision points, and receive an AI coach review of your simulated choices.
30 daily bars · 7 decision points · 2009-08 to 2009-09 · Stocks
Key facts
This window spans 42 days with a peak-to-trough drawdown of 5.9% and a 12.8% run-up.
- Max drawdown
- −5.9%
- Max run-up
- +12.8%
- Duration
- 42 days
- Largest single-day move
- +2.8%
- Bars
- 30 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
The Energy Select Sector SPDR (XLE) offers a window into one of the market's most volatile sectors during a pivotal recovery period. In late summer 2009, energy stocks were rebounding from the previous year's catastrophic collapse while navigating persistent economic uncertainty. This 30-bar replay, spanning August 18 to September 29, 2009, challenges traders to capture a 9.5% uptrend while respecting a 5.9% maximum drawdown tolerance and steering through the sector's characteristic price swings.
The replay unfolds across seven decision points, three of which prove critical to performance. Participants must navigate a 2.8% single-bar volatility spike while managing risk and preserving capital. The goal is to turn the 24.78 to 27.14 price movement into a disciplined trading exercise that tests both strategic thinking and emotional control.
This scenario distills three enduring lessons for market participants: process discipline in trend-following, drawdown management under sector-specific volatility, and psychological resilience when market conditions shift unexpectedly. By stepping through each session without hindsight knowledge, trainees develop the habits that separate consistent decision-makers from reactive ones. The historical framing grounds abstract concepts in concrete market reality, making each lesson stick long after the replay ends.
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