Energy Sel SPDR Uptrend Replay (2016-08-01 to 2016-09-08)
Replay 56 daily bars of the Energy Select SPDR from July 11 to September 27, 2016, a stretch capped by a 6.9% drawdown. Step through each session, tackle 10 decision points including 4 critical ones, and receive an AI coach review in this simulated training environment.
56 daily bars · 10 decision points · 2016-07 to 2016-09 · Stocks
Key facts
This window spans 78 days with a peak-to-trough drawdown of 6.9% and a 10.3% run-up.
- Max drawdown
- −6.9%
- Max run-up
- +10.3%
- Duration
- 78 days
- Largest single-day move
- −3.3%
- Bars
- 56 Daily bars
- Decision points
- 10
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
Energy Select SPDR (XLE) faced a pivotal stretch from August 1 to September 8, 2016. Oil markets were navigating post-OPEC volatility, and sector stocks were under pressure from demand uncertainty. This period challenged participants to manage positions through shifting sentiment while the broader market remained in a summer consolidation phase.
Over the 56-bar replay window, XLE drifted from 33.92 to 33.44, a net decline of -1.4%. The journey was far bumpier than the headline number suggests—a maximum drawdown of 6.9% tested conviction, and the largest single session swing hit 3.3%, creating sharp intraday inflection points. Ten decision moments punctuated the replay, with four flagged as critical, demanding participants either commit to their thesis or adjust under pressure.
This replay sharpens three core competencies: the discipline to hold through a drawdown without abandoning a reasoned thesis, the judgment to distinguish between noise-driven volatility and structural deterioration, and emotional steadiness when a 3.3% single-bar move threatens to override disciplined analysis. The gap between the -1.4% net loss and the 6.9% trough reveals how position sizing and timing separate manageable losses from account-threatening drawdowns.