Technology Sel SPDR Downtrend Replay (2011-07-26 to 2011-08-08)
Replayed 30 daily bars show XLK sliding 13.5% from 13.02 to 11.26, with a 15.9% drawdown during a bruising two-week stretch. Step through each session, tackle 7 decision points, and let the AI coach review your simulated calls.
30 daily bars · 7 decision points · 2011-07 to 2011-08 · Stocks
Key facts
This window spans 39 days with a peak-to-trough drawdown of 15.9% and a 6.9% run-up.
- Max drawdown
- −15.9%
- Max run-up
- +6.9%
- Duration
- 39 days
- Largest single-day move
- −5.6%
- 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 summer of 2011 found US tech stocks navigating treacherous waters. XLK, the Technology Select Sector SPDR ETF, entered a pronounced correction phase during this period. The replay scenario spans 30 daily bars, inviting trainees to step into the shoes of an investor facing a sector-wide drawdown in real time.
The price journey tells a stark story: from an opening level of 13.02, XLK surrendered to 11.26—a 13.5% decline that tested even defensive positioning. The maximum drawdown climbed to 15.9%, while the most violent single session move reached 5.6%. Participants experienced not a linear drift but a volatile descent punctuated by sharp reversals and emotional whipsaws.
Seven decision points punctuate the replay, with three flagged as critical junctures. Each forces a reckoning with core trading disciplines: position sizing before volatility spikes, stop-loss discipline when losses mount, and the psychological battle against averaging down into a falling knife. The scenario teaches that process consistency—predetermined rules, risk limits, emotional neutrality—matters more than directional conviction in environments where the market's logic feels opaque.