Energy Sel SPDR Uptrend Replay (2010-03-25 to 2010-04-23)
Replay the 2010 Energy SPDR uptrend across 42 daily bars that fell 6.1% from 29.28 to 27.5. Step through each authentic session, make choices at 8 decision points, and receive an AI coach review—simulated capital, education only.
42 daily bars · 8 decision points · 2010-03 to 2010-05 · Stocks
Key facts
This window spans 58 days with a peak-to-trough drawdown of 11.4% and a 10.8% run-up.
- Max drawdown
- −11.4%
- Max run-up
- +10.8%
- Duration
- 58 days
- Largest single-day move
- −3.4%
- Bars
- 42 Daily bars
- Decision points
- 8
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 spring of 2010, the Energy Select Sector SPDR (XLE) presented traders with a challenging replay scenario. Spanning 42 daily bars from March 10 to May 7, 2010, this period captured a significant shift in energy sector sentiment amid an uncertain macroeconomic backdrop. Eight decision points punctuated the replay, three of which were deemed critical for trajectory shifts, testing participants' ability to read momentum and manage exposure through evolving conditions.
The XLE ultimately closed at 27.5, retreating from an opening level of 29.28 for a cumulative loss of -6.1%. The journey was not smooth: the maximum drawdown reached 11.4%, and individual sessions saw single-bar moves as large as 3.4%. Rather than confirming an uptrend, this replay illustrated a sustained decline that challenged those expecting sector leadership to hold.
For decision training, this scenario excels at exposing the gap between narrative and price action. Participants learn to distinguish between broad market themes and actual instrument behavior. The 11.4% drawdown underscores why position sizing and stop discipline matter even in liquid ETFs. The largest single-bar swings of 3.4% highlight how volatility can surprise on either direction, reinforcing the need for pre-defined risk parameters before entry.
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