Technology Sel SPDR Uptrend Replay (2002-08-05 to 2002-08-22)
Replay a 30-bar XLK uptrend spanning July 23 to September 3, 2002, with a 14.3% drawdown testing every bullish conviction. Work through seven decision points, three marked critical, and receive an AI coach review of each simulated trade.
30 daily bars · 7 decision points · 2002-07 to 2002-09 · Stocks
Key facts
This window spans 42 days with a peak-to-trough drawdown of 14.3% and a 22.9% run-up.
- Max drawdown
- −14.3%
- Max run-up
- +22.9%
- Duration
- 42 days
- Largest single-day move
- +6.2%
- 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
The scene opens in late July 2002, when the Technology Select SPDR (XLK) was navigating the aftermath of the dot-com crash. The market had been battered for two years, and investor confidence in tech stocks remained fragile. This replay spans 30 trading days from July 23 to September 3, placing participants inside a genuine recovery attempt where every uptick was scrutinized and every pullback tested resolve.
Over this roughly six-week period, XLK delivered a modest 1.0% net gain, closing at 6.75 from 6.68. Yet this headline figure masks the turbulence beneath: a maximum drawdown of 14.3% forced anyone holding or adding positions to endure significant unrealized losses. The largest single-bar move of 6.2% in either direction added sharp intraday volatility, demanding constant reassessment of risk exposure. Seven decision points punctuate the replay, three of which are marked critical, representing moments where positioning and conviction were most severely tested.
This scenario excels as a decision-training exercise because it strips away the comfort of obvious trends. The 14.3% drawdown challenges participants to examine their risk tolerance and position sizing before a meaningful rally materializes. The three critical decision points force clarity on entry logic, stop-loss discipline, and the psychological cost of holding through adversity. For traders honing their process in 2002 or any subsequent decade, the lesson is clear: survival through drawdowns requires pre-defined rules, not reactive emotion.