Energy Sel SPDR Uptrend Replay (2022-07-14 to 2022-07-29)
Replay a 3.1% uptrend in the Energy Select SPDR ETF across 30 daily bars drawn from authentic 2022-06-29 to 2022-08-10 data. Step through each session, tackle 7 decision points including 3 critical ones, and receive an AI coach review of your simulated trades.
30 daily bars · 7 decision points · 2022-06 to 2022-08 · Stocks
Key facts
This window spans 42 days with a peak-to-trough drawdown of 8.6% and a 16.2% run-up.
- Max drawdown
- −8.6%
- Max run-up
- +16.2%
- Duration
- 42 days
- Largest single-day move
- +4.3%
- Bars
- 30 Daily bars
- Decision points
- 7
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 ETF (XLE) presented traders with a classic summer volatility puzzle in mid-2022. As oil markets seesawed between supply fears and demand concerns, XLE oscillated across authentic price data from June 29 through August 10—a 30-bar dataset capturing genuine market uncertainty. For participants entering this replay, the challenge was threading the needle between momentum chasing and premature exits during a period when the broader energy sector faced conflicting signals from geopolitical tensions and economic slowdown fears.
What unfolded was a 3.1% net uptrend, but one characterized by significant turbulence: an 8.6% maximum drawdown tested conviction, while a 4.3% single-session move underscored intraperiod volatility. Navigating seven decision points—three of them critical junctures—required participants to manage position sizing, define clear entry and exit criteria, and resist emotional responses to adverse price action. The path from 36.53 to 37.65 was anything but straight.
This replay distills essential lessons in discipline and risk calibration. The 8.6% drawdown demonstrates how even successful directional trades exact emotional costs that can derail execution. Participants who pre-defined stop levels and position constraints could absorb the volatility without abandoning strategy, while those reacting to each bar risked compounding losses. The 4.3% single-bar swings highlight the importance of separating noise from signal—a skill honed only through repeated exposure to authentic market conditions rather than idealized backtests.