Financial Sel SPDR Uptrend Replay (2000-05-10 to 2000-06-02)
Replay XLF's 7.8% climb across 34 daily bars from April 27 to June 14, 2000. Step through each session, weigh seven decision points, and receive an AI coach review of your choices in this simulated, educational market replay.
34 daily bars · 7 decision points · 2000-04 to 2000-06 · Stocks
Key facts
This window spans 48 days with a peak-to-trough drawdown of 6.7% and a 17.8% run-up.
- Max drawdown
- −6.7%
- Max run-up
- +17.8%
- Duration
- 48 days
- Largest single-day move
- +4.5%
- Bars
- 34 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 replay centers on the Financial Select SPDR (XLF) during the spring of 2000, a period when financial sector stocks navigated shifting market conditions. The historical dataset spans 34 daily bars from April 27 to June 14, 2000, covering a decade of financial market evolution. Participants encounter seven decision points—three designated as critical moments—where they must assess market signals and position management without the benefit of hindsight.
XLF advanced 7.8% over the period, rising from 19.5 to 21.02. The trajectory was not straight: a maximum drawdown of 6.7% tested positions, while a single session delivered the largest move of 4.5%. This oscillation between advancement and retreat creates realistic pressure for active decision-making rather than passive holding.
The scenario prioritizes disciplined methodology—establishing entry criteria, defining risk boundaries, and managing position sizing—over market prediction. The gap between maximum drawdown and final gain highlights how sustained confidence in a thesis, paired with strategic exits, often determines outcomes. Handling volatility-driven emotions like anxiety or overconfidence becomes integral to developing robust trading judgment.