Technology Sel SPDR Uptrend Replay (2001-06-18 to 2001-06-29)
Replay the XLK uptrend of June 2001 across 30 daily bars, where the ETF slipped 2.7 percent from 14.05 to 13.67 despite a 6.7 percent single-session swing. Walk through each decision point day by day and receive an AI coach review in this simulated, educational scenario.
30 daily bars · 7 decision points · 2001-06 to 2001-07 · Stocks
Key facts
This window spans 42 days with a peak-to-trough drawdown of 14.3% and a 9.2% run-up.
- Max drawdown
- −14.3%
- Max run-up
- +9.2%
- Duration
- 42 days
- Largest single-day move
- +6.7%
- 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
In June 2001, technology investors faced a market still reeling from the dot-com collapse. The NASDAQ had lost roughly half its peak value, and uncertainty surrounded Federal Reserve policy, corporate earnings quality, and economic growth trajectory. This 30-bar daily replay captures a representative period of technology sector turbulence, placing participants in real-time decision scenarios with seven decision points, three of which are flagged as critical moments where directional conviction matters most. The goal is not prediction but process: how would you navigate a declining market with intermittent sharp rallies?
The price trajectory tells a nuanced story. XLK opened the period at 14.05 and closed at 13.67, a net retreat of 2.7 percent. Yet this modest headline figure conceals genuine stress: maximum drawdown reached 14.3 percent at the worst point, meaning positions sized for normal conditions would have faced significant unrealized losses. The largest single-bar move of 6.7 percent illustrates the deceptive volatility—a single session swing nearly equal to the total net loss—testing whether participants could distinguish temporary spikes from genuine trend shifts. Seven decision points over 30 days meant each choice carried meaningful weight in shaping outcomes.
This replay sharpens skills that transfer directly to modern markets. The 14.3 percent drawdown pressures position sizing and risk tolerance, while the 6.7 percent single-day swing challenges emotional regulation. Participants practice filtering market noise, adhering to systematic rules, and maintaining discipline when positions move against them. The historical framing—rooted in the 2000s decade—grounds abstract concepts in concrete price action, making the educational value tangible and applicable to contemporary volatility.