Energy Sel SPDR Uptrend Replay (2021-12-20 to 2022-03-08)
Ride the 34.8% energy ETF surge across 108 daily bars, with a 10.2% drawdown and 4.0% single-bar spike testing your nerves. Replay each session, make choices at 11 decision points including 4 critical ones, and receive an AI coach review, simulated and educational only.
108 daily bars · 11 decision points · 2021-11 to 2022-04 · Stocks
Key facts
This window spans 155 days with a peak-to-trough drawdown of 10.2% and a 50.2% run-up.
- Max drawdown
- −10.2%
- Max run-up
- +50.2%
- Duration
- 155 days
- Largest single-day move
- −4.0%
- Bars
- 108 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
In late 2021, the energy sector faced a pivotal moment as oil prices fluctuated and supply concerns mounted. The Energy Select Sector SPDR (XLE) stood at a crossroads—would the post-pandemic demand recovery sustain itself, or would inflation pressures and geopolitical uncertainties derail the rally? This replay covers the period from late December 2021 through early March 2022, a time when energy commodities were commanding headlines and portfolio allocations were being reshuffled. Participants enter this scenario with no knowledge of the outcome, facing the same uncertainty that confronted investors then.
The authentic data reveals a compelling 34.8% surge across 108 daily bars, transforming a $29.51 position into $39.79. Yet this ascent was far from smooth—the market experienced a 10.2% drawdown that tested conviction, and a 4.0% single-bar spike that could have triggered premature exits. Navigating this environment required participants to manage volatility while capturing directional momentum, with 11 decision points embedded throughout, including 4 critical junctures where positioning decisions carried amplified consequences.
This replay hones three essential skills: disciplined process during pullbacks, risk calibration when faced with sudden spikes, and psychological resilience when momentum tests patience. Participants learn to distinguish between noise-driven volatility and structural shifts, to size positions thoughtfully rather than reactively, and to maintain conviction through temporary setbacks. The 10.2% drawdown serves as a laboratory for practicing stop-loss discipline, while the 4.0% bar demonstrates how emotional reactions to sharp moves can undermine otherwise sound strategies. By replaying this authentic historical period, traders develop the emotional and procedural foundations that separate disciplined practitioners from impulsive ones—all within a zero-capital educational framework.