Technology Sel SPDR Uptrend Replay (2002-11-11 to 2002-11-27)
Replay an authentic 2002 US technology ETF uptrend with a 9.3% close gain across 30 daily bars. Step through each session, face seven decision points, and receive an AI coach review of your simulated choices.
30 daily bars · 7 decision points · 2002-10 to 2002-12 · Stocks
Key facts
This window spans 42 days with a peak-to-trough drawdown of 10.9% and a 20.6% run-up.
- Max drawdown
- −10.9%
- Max run-up
- +20.6%
- Duration
- 42 days
- Largest single-day move
- +5.1%
- 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 year is 2002. After the devastating tech crash, investors are cautiously testing the waters of the Technology Select Sector SPDR (XLK) during its early recovery phase. The period from October 29 to December 10 represents a pivotal moment—thirty daily bars of authentic price action where the market is attempting to establish a sustainable uptrend while navigating lingering uncertainty from the bubble years. Seven decision points punctuate this historical replay, three of which the scenario marks as critical junctures where positioning choices carry heightened consequence.
The closing price climbed from $7.13 to $7.79, delivering a net gain of 9.3% over the thirty-day span. Yet the journey was anything but linear, with a maximum drawdown of 10.9% testing the resolve of anyone holding or considering a position. The largest single-bar move reached 5.1%, a reminder that even in modest uptrends, daily volatility can surprise. This combination of net progress and significant intraperiod turbulence creates a rich training ground for examining how price and position interact under uncertainty.
Participants must confront the tension between conviction and risk management. A 10.9% drawdown demands disciplined position sizing and clear precommitment to exit criteria, while the 5.1% single-bar spikes test emotional control when sudden moves challenge one's thesis. The scenario's three critical decision points force deliberate evaluation at moments of maximum uncertainty, building the habit of process over prediction. This 2002 technology replay ultimately teaches that surviving volatility is a prerequisite to capturing upside—outcomes emerge from the quality of decisions, not from hindsight.