Financial Sel SPDR Uptrend Replay (2002-02-06 to 2002-03-15)
Replay the 2002 Financial Select Sector SPDR recovery, a 2.9% climb from 21.36 to 21.97 across 54 daily bars with an 8.5% drawdown. Walk through 10 decision points day-by-day, including 4 critical calls, and receive an AI coach review of your choices.
54 daily bars · 10 decision points · 2002-01 to 2002-04 · Stocks
Key facts
This window spans 78 days with a peak-to-trough drawdown of 8.5% and a 13.1% run-up.
- Max drawdown
- −8.5%
- Max run-up
- +13.1%
- Duration
- 78 days
- Largest single-day move
- −4.4%
- 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 early 2002, the U.S. financial sector navigated a fragile recovery following the dot-com crash and corporate accounting scandals. This replay simulates the Financial Select Sector SPDR during a tentative uptrend, where investors faced mixed signals about bank earnings, credit quality, and broader economic sentiment. Participants must manage positions while the outlook remained uncertain.
The replay spans 54 daily bars from January 16 to April 4, 2002, with the price climbing from 21.36 to 21.97—a modest 2.9% gain. However, this recovery was not smooth; the scenario features an 8.5% maximum drawdown and a largest single-bar move of 4.4%, reflecting the volatility that characterized this period. Ten decision points punctuate the replay, with four designated as critical moments where directional conviction and risk management were tested.
This scenario sharpens decision-making under uncertainty. A 2.9% net gain masked by an 8.5% drawdown teaches that short-term noise can shake resolve even in a profitable direction. The 4.4% single-bar swings test emotional discipline, while the concentration of critical decisions at key inflection points reinforces the value of pre-planned responses over reactive guesses. Trainees learn to distinguish between noise-driven volatility and genuine trend changes, a distinction that separates disciplined execution from emotional trading.