Energy Sel SPDR Downtrend Replay (2016-12-13 to 2017-08-17)
Replay the XLE energy ETF sliding 12.3% from 37.85 to 33.18 across 150 daily bars ending August 2017, including a 16.0% drawdown. Walk through 11 decision points with an AI coach reviewing your choices in this simulated, educational market-replay scenario.
150 daily bars · 11 decision points · 2016-12 to 2017-08 · Stocks
Key facts
This window spans 217 days with a peak-to-trough drawdown of 16.0% and a 4.2% run-up.
- Max drawdown
- −16.0%
- Max run-up
- +4.2%
- Duration
- 217 days
- Largest single-day move
- −2.6%
- Bars
- 150 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 Sector SPDR (XLE) faced a sustained downtrend during the 2010s, a period when oil prices remained volatile and investor confidence in the energy sector wavered. The replay spans from late December 2016 through early August 2017, placing participants in the role of managing positions through a challenging 150-day window where the market environment shifted against energy equities. This scenario tests how well traders can maintain discipline when the broader sector trend works against their holdings.
Over the course of 150 daily bars, XLE declined from 37.85 to 33.18, representing a -12.3% loss. The maximum drawdown reached 16.0%, meaning anyone holding through the worst stretch saw peak-to-trough losses exceeding one-sixth of their position. The largest single-bar move was 2.6%, illustrating that even daily volatility remained manageable in absolute terms, yet the persistent downward pressure accumulated into significant total damage. Traders navigated 11 decision points, with 4 deemed critical moments where directional calls could substantially alter outcomes.
This replay strips away hindsight and forces participants to act under genuine uncertainty. The core lesson centers on process over prediction: understanding position sizing before a drawdown materializes, recognizing when evidence shifts from temporary weakness to structural decline, and managing emotional responses when losses mount. The 16.0% maximum drawdown serves as a concrete anchor for discussing risk tolerance, while the 11 decision points provide repeated practice in calibrating entries, exits, and adjustments. Participants learn that surviving prolonged downtrends requires not foresight, but disciplined frameworks for responding to unfolding price action.