Technology Sel SPDR Uptrend Replay (2011-08-19 to 2011-09-16)
Replay a 40-bar Uptrend case study spanning 2011-08-04 to 2011-09-29 where the close slipped 1.1% amid an 8.2% max drawdown. Walk through daily market replay decisions across 7 decision points, including 3 critical junctures, and receive an AI coach review of your simulated choices.
40 daily bars · 7 decision points · 2011-08 to 2011-09 · Stocks
Key facts
This window spans 56 days with a peak-to-trough drawdown of 8.2% and a 10.9% run-up.
- Max drawdown
- −8.2%
- Max run-up
- +10.9%
- Duration
- 56 days
- Largest single-day move
- −5.6%
- Bars
- 40 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 Technology Select Sector SPDR (XLK) replay transports traders to August-September 2011, a period defined by post-crisis recovery volatility across U.S. equity markets. The dataset captures 40 daily bars spanning from 2011-08-04 to 2011-09-29, placing this analysis squarely within the 2010s. Participants enter the scenario with XLK trading near 12.24 and must navigate an environment where macro uncertainty and sector rotation created intermittent stress. The stakes center on maintaining disciplined exposure while the broader technology sector attempted to establish direction.
By the close of the replay window, the ETF settled at 12.1, translating to a net -1.1% decline despite the "uptrend rally" classification. The path between those endpoints proved far from straight: the portfolio endured an 8.2% maximum drawdown, and at least one session delivered a 5.6% single-bar move that tested conviction. Seven decision points punctuated the replay, with three flagged as critical junctures where directional conviction, position sizing, or risk management assumptions faced immediate market feedback.
This scenario excels as a decision-training vehicle precisely because the outcome disappointed despite reasonable expectations. The teaching points cluster around three domains: process fidelity (sticking to rules under stress), drawdown tolerance (managing the 8.2% trough without abandoning strategy), and volatility calibration (processing a 5.6% single-bar shock without over-reacting). Participants learn that navigating an uptrend requires endurance through drawdowns, not just directional intuition.