Energy Sel SPDR Uptrend Replay (2022-09-26 to 2022-11-15)
Replay XLE from August to December 2022 as the energy sector rode a powerful boom with an 18.2% drawdown lurking beneath the rally. Step through 74 daily bars, face 4 critical decision points, and receive an AI coach review.
74 daily bars · 11 decision points · 2022-08 to 2022-12 · Stocks
Key facts
This window spans 105 days with a peak-to-trough drawdown of 18.2% and a 36.8% run-up.
- Max drawdown
- −18.2%
- Max run-up
- +36.8%
- Duration
- 105 days
- Largest single-day move
- −6.9%
- Bars
- 74 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 replay immerses you in Energy Select Sector SPDR (XLE) from late August through December 2022, a period when energy commodities were riding a post-pandemic boom while broader markets wrestled with inflation and interest rate uncertainty. The scenario recreates 74 daily bars covering this volatile chapter, placing you at the decision table with 11 points where judgment mattered and 4 marked as critical junctures. What was at stake was not merely directional conviction but the discipline to navigate a sector known for outsized moves without abandoning sound process.
What unfolded across the replay period reveals the deceptive nature of headline returns. XLE closed at 42.04 and eventually settled at 42.42, a net gain of just 0.9%. Yet this modest headline number concealed an 18.2% maximum drawdown and a largest single-bar move of 6.9%. In other words, the apparent stability was illusory; beneath the surface, prices swung violently enough to test even the most seasoned participants. Those who fixated solely on the endpoints would miss the essential story of how the journey mattered as much as the destination.
For decision training, the scenario exposes three enduring lessons. First, gross return is a poor proxy for actual trading experience; risk-adjusted metrics and drawdown tolerance matter far more in realistic assessment. Second, critical decision points arrive unexpectedly, demanding pre-defined rules rather than reactive improvisation. Third, psychology becomes the ultimate differentiator when markets move 6.9% in a single session, testing whether participants will abandon disciplined frameworks under pressure. The replay trains not just market reading but the emotional architecture needed to execute under stress.