Technology Sel SPDR Uptrend Replay (2001-10-30 to 2001-12-05)
Replay a 15.5% upswing across 52 daily bars in the XLK Technology ETF from late 2001. Step through authentic market decisions, face 9 decision points, and receive an AI coach review of your simulated trading choices.
52 daily bars · 9 decision points · 2001-10 to 2001-12 · Stocks
Key facts
This window spans 72 days with a peak-to-trough drawdown of 8.6% and a 24.7% run-up.
- Max drawdown
- −8.6%
- Max run-up
- +24.7%
- Duration
- 72 days
- Largest single-day move
- −4.8%
- Bars
- 52 Daily bars
- Decision points
- 9
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 autumn of 2001 found technology investors at a crossroads. The dot-com collapse had hammered the sector through 2000 and 2001, but by late October signs of stabilization were emerging. The XLK Technology SPDR ETF—tracking the market's largest tech names—offered a concentrated way to test whether the worst was truly over. Participants entering this replay step into a market where optimism and doubt coexisted, knowing that misreading the early stages of recovery could be costly.
What unfolded over the next weeks was a genuine uptrend: the ETF climbed from 10.48 to 12.1, delivering a 15.5% return across 52 daily bars. Yet the path was far from smooth. An 8.6% maximum drawdown tested conviction, while a single session moved as much as 4.8%, demonstrating that volatility persists even within broader advances. These numbers capture the tension between trend and turbulence that defined the period.
For decision training, this replay emphasizes three dimensions. First, process: navigating 9 decision points—3 deemed critical—forces disciplined entry and exit logic rather than impulsive reactions. Second, risk: the drawdown reminds us that even winning trades require capital management when reversals strike. Third, psychology: sustaining belief through the largest single-bar shakeouts separates skilled practitioners from those who exit too early. This scenario strips away hindsight and asks participants to act under the same uncertainty that defined the original market.