Energy Sel SPDR Downtrend Replay (2011-04-29 to 2011-05-16)
Replay a 9.0% drawdown in the Energy SPDR across 30 daily bars from April to May 2011. Step through seven decision points, three of them critical, and receive an AI coach review of your simulated choices.
30 daily bars · 7 decision points · 2011-04 to 2011-05 · Stocks
Key facts
This window spans 42 days with a peak-to-trough drawdown of 9.0% and a 5.8% run-up.
- Max drawdown
- −9.0%
- Max run-up
- +5.8%
- Duration
- 42 days
- Largest single-day move
- −2.9%
- 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 April 2011, the Energy SPDR (XLE) entered a period of sustained pressure as crude oil markets showed instability and broader market sentiment soured. This 30-bar window from mid-April to late May placed investors in a classic drawdown scenario—navigating losses without knowing whether the decline would deepen or reverse. For traders and investors, the central question was how to manage exposure when sector momentum turned against them.
Across the 2011-04-14 to 2011-05-26 data span, XLE moved from a close of 38.28 to 38.08, a net change of just -0.5%—yet the journey was far bumpier. The maximum drawdown reached 9.0%, with the largest single-bar move hitting 2.9%, reflecting intraday turbulence that tested even experienced participants. Seven decision points punctuated this period, with three marked as critical moments where directional calls and position adjustments carried outsized consequences.
This replay trains decision-makers to confront the psychology of loss aversion and the discipline of cutting losses before they compound. Participants practice sizing positions so that a 9.0% drawdown remains survivable, not catastrophic. The scenario forces the question: do you hold through volatility or act preemptively? Neither answer is automatic—the value lies in having a reasoned process before the moment arrives, then reviewing how well execution matched intention. The 2010s energy correction reminds us that sector downturns can be sharp and disorienting, making preparation the only edge that endures.