Technology Sel SPDR Uptrend Replay (2000-05-23 to 2000-06-21)
Replay 42 trading days of the 2000 XLK technology rally, where the ETF climbed 4.0% from 25.77 to 26.81. Make decisions across 8 turning points while an AI coach reviews your simulated choices in this educational market replay.
42 daily bars · 8 decision points · 2000-05 to 2000-07 · Stocks
Key facts
This window spans 59 days with a peak-to-trough drawdown of 12.5% and a 23.4% run-up.
- Max drawdown
- −12.5%
- Max run-up
- +23.4%
- Duration
- 59 days
- Largest single-day move
- +6.5%
- Bars
- 42 Daily bars
- Decision points
- 8
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 the spring of 2000, the technology sector was navigating one of its most volatile periods. The XLK Technology Select SPDR ETF was caught between lingering dot-com exuberance and emerging caution as the bubble showed increasing signs of strain. Investors faced the challenge of positioning themselves in a market where individual tech stocks continued to show strength even as broader indices wavered. This replay covers 42 trading days from May 8 to July 6, 2000.
The ETF ultimately climbed 4.0% from 25.77 to 26.81 over the period, yet the journey proved far from straightforward. The 12.5% maximum drawdown reveals the undercurrent of fear that periodically swept through positions, while the largest single-bar move of 6.5% demonstrates how quickly sentiment could shift. Eight decision points were embedded throughout the replay, with three deemed critical turning points that required traders to commit to directional bets amid uncertainty.
This scenario excels as a training ground for managing risk through turbulence. Traders must practice position sizing that absorbs significant daily swings without triggering emotional responses. The psychological dimension proves equally vital: observing price action in real time reveals how fear and greed distort perception of momentum. The modest net gain underscores that outcomes alone do not define skill; disciplined process and emotional regulation do. This historical episode offers a lens for examining decision-making under uncertainty without suggesting any particular strategy for today's markets.