Energy Sel SPDR Uptrend Replay (2011-03-16 to 2011-04-05)
Replay a real 2011 energy-sector uptrend across 30 daily bars ending with the close at 38.28, including a 5.8% drawdown along the way. Step through each trading day, tackle 7 decision points, and receive an AI coach review of your simulated choices.
30 daily bars · 7 decision points · 2011-03 to 2011-04 · Stocks
Key facts
This window spans 41 days with a peak-to-trough drawdown of 5.8% and a 8.8% run-up.
- Max drawdown
- −5.8%
- Max run-up
- +8.8%
- Duration
- 41 days
- Largest single-day move
- −3.6%
- 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
In early 2011, the Energy Select SPDR (XLE) presented traders with a compelling replay scenario set against the backdrop of a volatile energy sector. This US-listed ETF, which tracks the performance of companies in the energy industry, became the focal point for decision-training exercises spanning roughly a month of authentic market action. The scenario raised immediate questions about how traders would navigate shifting sentiment within a sector that had historically exhibited sensitivity to commodity prices and geopolitical developments.
The replay unfolded across 30 daily bars, starting from a baseline close and ultimately settling at 38.28 for a net decline of -2.3%. Along the way, participants confronted a maximum drawdown of 5.8% — a figure that tested conviction in any directional thesis. The largest single-bar move of 3.6% underscored the potential for sharp intraday reversals that can quickly erode or build positions. Seven decision points, three of them flagged as critical, forced participants to repeatedly reassess their stance as price action zigzagged through the period.
This replay distills into a learning laboratory what it feels like to manage risk when the market refuses to cooperate. Facing a 5.8% drawdown while the overall outcome registers only -2.3% reveals how temporary impairments can shake confidence even when the final result is less catastrophic than the trough suggested. The sequence of decision points trains traders to act on process rather than outcome, reinforcing habits around position sizing and emotional discipline that prove essential whenever volatility reasserts itself.