Technology Sel SPDR Uptrend Replay (2009-03-09 to 2009-03-26)
Replay a 30-bar XLK technology ETF window from 2009 where the sector climbed 16.2% while enduring a 7.9% drawdown. You step through each authentic trading day, face seven decision points, and receive an AI coach review of your choices in this simulated market replay.
30 daily bars · 7 decision points · 2009-02 to 2009-04 · Stocks
Key facts
This window spans 41 days with a peak-to-trough drawdown of 7.9% and a 26.3% run-up.
- Max drawdown
- −7.9%
- Max run-up
- +26.3%
- Duration
- 41 days
- Largest single-day move
- +6.0%
- 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 early 2009, the US technology sector was navigating one of the most turbulent recovery periods in recent memory. The period from 2009-02-24 to 2009-04-06 captured a 30-bar window where investors faced the delicate task of positioning themselves amid shifting sentiment. This was not a clean, linear advance but rather a climb marked by hesitation, fear, and the constant question of whether the rebound had legs. For those training their decision-making, this era represented a true test of conviction versus caution.
The closing price moved from 7.12 to 8.27, delivering a net gain of 16.2% over the span. Yet the journey was far from smooth. The maximum drawdown reached 7.9%, reminding participants that even winning trades can test resolve before they prove right. The largest single-bar move of 6.0% could have easily shaken weaker hands, while the seven decision points, three of them marked as critical, forced traders to act with incomplete information in real time.
This replay teaches that process matters more than outcome. Navigating a 7.9% drawdown without abandoning a sound thesis separates disciplined traders from reactive ones. The 6.0% intraday swings expose how volatility taxes psychology, and the three critical junctures show that not all decisions carry equal weight. Practicing under these conditions builds the muscle memory needed when future markets present similarly ambiguous, high-stakes moments.