Technology Sel SPDR Uptrend Replay (2015-09-29 to 2015-12-04)
Replay 96 daily bars of the XLK Technology Sel SPDR uptrend from 2015-08-24, navigating a 10.0% max drawdown and 11 decision points. You step through each trading day, confront 4 critical choices, and receive an AI coach review of your decisions in this simulated, educational market-replay scenario.
96 daily bars · 11 decision points · 2015-08 to 2016-01 · Stocks
Key facts
This window spans 137 days with a peak-to-trough drawdown of 10.0% and a 18.2% run-up.
- Max drawdown
- −10.0%
- Max run-up
- +18.2%
- Duration
- 137 days
- Largest single-day move
- +5.0%
- Bars
- 96 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
The replay places you inside the daily bars of the XLK Technology Select SPDR ETF, a proxy for the broad U.S. tech sector, during the late‑summer to early‑winter stretch of 2015. Over 96 trading days from 2015‑08‑24 to 2016‑01‑08, the market oscillated between modest gains and sharp pullbacks, creating a realistic training ground for anyone wanting to practice disciplined entry and exit decisions. The stakes are clear: you must navigate an overall uptrend while respecting a 10.0% maximum drawdown and confronting 11 decision points, four of which are flagged as critical.
The price series opens at $19 and closes at $20.05, a net return of 5.5% over the period. Yet the journey is far from straight; the market incurs a peak‑to‑trough decline of 10.0% and records a single‑day surge of 5.0% that tests risk management in real time. These swings, combined with the four critical junctures, force participants to choose among adding, reducing, or holding positions, each choice shaping the final outcome.
The scenario sharpens three core skills. First, process: systematically evaluating each daily bar, aligning decisions with a predefined strategy rather than reacting to noise. Second, risk: sizing positions to absorb the 10.0% drawdown without breaching capital limits, and respecting volatility spikes like the 5.0% single‑day move. Third, psychology: staying objective when the market whipsaws, avoiding the trap of recency bias after a big up day or panic after a sharp dip. By replaying this historically grounded episode, learners practice balancing reward and risk within the disciplined framework needed for long‑term market survival.