Technology Sel SPDR Uptrend Replay (2003-11-20 to 2004-01-20)
Replay 80 daily bars of an authentic 9.9% uptrend in the Technology Select SPDR between October 2003 and February 2004. Step through 11 decision points, including 4 critical ones, and receive an AI coach review of each simulated choice.
80 daily bars · 11 decision points · 2003-10 to 2004-02 · Stocks
Key facts
This window spans 118 days with a peak-to-trough drawdown of 6.1% and a 16.1% run-up.
- Max drawdown
- −6.1%
- Max run-up
- +16.1%
- Duration
- 118 days
- Largest single-day move
- +2.6%
- Bars
- 80 Daily bars
- Decision points
- 11
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 late 2003, the technology sector was still digesting the aftermath of the dot-com collapse, leaving investors wary of committing capital to a space that had devastated portfolios just three years earlier. The Technology Select SPDR (XLK) gave concentrated exposure to this uncertain landscape. This replay spans 80 daily bars from October 2003 to February 2004—a period when the market was probing whether the previous losses had finally been absorbed and a sustainable recovery could take hold. Participants enter knowing only the ticker, the era, and that volatility would be a constant companion.
The price advanced from 9.73 to 10.69, delivering a 9.9% return across the full data span. The journey, however, was far from smooth: the maximum drawdown reached 6.1%, and the largest single daily move was 2.6%. Across 11 decision points—4 deemed critical—traders had to navigate both the upward trajectory and its interruptions, deciding when to hold, add, or trim in response to each new bar of price action.
This scenario sharpens decision-making under incomplete information in a trending market where distinguishing temporary pullbacks from trend reversals is paramount. The 6.1% drawdown tests conviction during adverse swings, while the 2.6% single-bar moves demonstrate how quickly sentiment can flip. The four critical nodes create high-pressure moments requiring rapid reassessment of position sizing, risk tolerance, and market regime. Practicing through these episodes builds the discipline needed to manage volatility without abandoning sound process—skills transferable to any future market environment.
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