Energy Sel SPDR Uptrend Replay (2011-12-19 to 2012-02-24)
Replay the Energy Select SPDR uptrend across 92 daily bars from 2011-11-14, navigating a 10.5% drawdown and a 5.5% single-bar surge. Make decisions at 11 historical turning points and receive an AI coach review of your simulated, educational trading choices.
92 daily bars · 11 decision points · 2011-11 to 2012-03 · Stocks
Key facts
This window spans 134 days with a peak-to-trough drawdown of 10.5% and a 19.4% run-up.
- Max drawdown
- −10.5%
- Max run-up
- +19.4%
- Duration
- 134 days
- Largest single-day move
- +5.5%
- Bars
- 92 Daily bars
- Decision points
- 11
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 SPDR replay places you inside the US energy sector during the final months of 2011 and the opening quarter of 2012, a period defined by lingering post-financial-crisis uncertainty and shifting commodity sentiment. Across 92 daily bars spanning November 2011 to March 2012, you face a market that ultimately eked out a modest 1.1% gain, closing at 36.03 from an opening 35.65. The challenge is not simply directional conviction but the discipline required to endure what the data reveals: a 10.5% maximum drawdown and a 5.5% single-bar surge that could test any position's risk tolerance.
What unfolds is a study in volatility without clear direction. The sector oscillated through the data period, testing the resolve of participants who entered or held positions. Eleven decision points punctuate the replay, with four flagged as critical junctures where directional bets and risk management choices carried heightened consequence. The largest single-bar move of 5.5% represents both an opportunity for quick gains and a trap for overleveraged participants, while the 10.5% drawdown underscores how quickly paper losses accumulate when stops are poorly placed or absent.
For decision training, this scenario excels at forcing participants to confront the gap between directional accuracy and portfolio survival. The modest 1.1% net outcome after enduring double-digit interim losses illustrates why process matters more than prognosis. Eleven decision points across the 2010s decade teach that consistency in sizing, entry discipline, and emotional regulation under a 5.5% intraday swing distinguish survivors from those who flame out before the trend resolves. The educational value lies not in predicting the next move but in building the habits that keep a trader in the game long enough to let probability work.