Energy Sel SPDR Uptrend Replay (2021-09-20 to 2021-10-26)
Replay the Energy Sel SPDR's 18.1% climb across 54 daily bars as a hands-on decision-training scenario. Move bar by bar through 10 decision points, defend each choice, and receive AI coach feedback in a fully simulated educational environment.
54 daily bars · 10 decision points · 2021-08 to 2021-11 · Stocks
Key facts
This window spans 74 days with a peak-to-trough drawdown of 6.0% and a 25.2% run-up.
- Max drawdown
- −6.0%
- Max run-up
- +25.2%
- Duration
- 74 days
- Largest single-day move
- −4.2%
- Bars
- 54 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
In the autumn of 2021, the Energy Select Sector SPDR Fund (XLE) entered a sustained uptrend against a backdrop of recovering global demand and tightening energy supplies. This replay scenario covers the period from September 20 to October 26, 2021, placing participants in the role of navigating a volatile but ultimately profitable sector rotation. The stakes centered on capturing upside momentum while managing the inevitable pullbacks inherent in daily-bar trading.
Across 54 daily bars, the ETF climbed from a closing price of $24.36 to $28.77, delivering an 18.1% return. The journey was not monotonic; a maximum drawdown of 6.0% tested risk discipline, while the largest single-bar move of 4.2% highlighted the potential for sudden spikes. Participants faced 10 decision points, including 4 critical junctures where directional conviction was essential.
This scenario sharpens three core competencies. First, it forces disciplined position sizing against a 6.0% adverse move tolerance. Second, it reveals how 4.2% intrabar volatility can erode confidence, demanding pre-commitment to entry and exit rules. Third, the 10 decision points simulate real pressure, where missing a single critical bar can mean the difference between participating in the 18.1% gain or being sidelined by fear.