Energy Sel SPDR Downtrend Replay (2011-08-31 to 2011-09-23)
Replay a real 2011 energy-sector correction: the XLE ETF slid from $32.19 to $30.26, a 6.0% slide over 34 daily bars with a 17.7% max drawdown. Step through each trading day, face 7 decision points, and receive an AI coach review of every simulated choice.
34 daily bars · 7 decision points · 2011-08 to 2011-10 · Stocks
Key facts
This window spans 48 days with a peak-to-trough drawdown of 17.7% and a 9.4% run-up.
- Max drawdown
- −17.7%
- Max run-up
- +9.4%
- Duration
- 48 days
- Largest single-day move
- −5.6%
- Bars
- 34 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 August 2011, the Energy Select Sector SPDR (XLE) faced a significant correction amid broader market turbulence. The 2010s era was marked by elevated volatility, and energy equities were particularly sensitive to shifting macroeconomic signals. Participants entering this replay step into a scenario where every trading decision carried real consequence, navigating an environment where sentiment could swing sharply from one day to the next.
The XLE ETF descended from 32.19 to 30.26 over 34 daily bars, recording a -6.0% decline while experiencing a maximum drawdown of 17.7%. The largest single-day move reached 5.6%, underscoring the intraday volatility that characterized this period. Seven decision points were embedded throughout the replay, with three deemed critical moments where positioning choices could materially alter outcomes.
This replay sharpens decision-making under pressure, revealing how drawdown magnitude and volatility clusters test conviction and risk management. Participants learn to balance momentum signals against trend exhaustion, avoiding reactive decisions during sharp intraday swings. The experience cultivates discipline in sizing positions and adhering to process when emotional responses to losses threaten discipline.