Technology Sel SPDR Uptrend Replay (2018-02-08 to 2018-03-12)
Replay a 44-day US technology ETF uptrend from early 2018, including a 10.4% drawdown, across daily decision bars. Step through each session, face 3 critical decision points, and receive an AI coach review of your simulated trading choices.
44 daily bars · 8 decision points · 2018-01 to 2018-03 · Stocks
Key facts
This window spans 62 days with a peak-to-trough drawdown of 10.4% and a 14.1% run-up.
- Max drawdown
- −10.4%
- Max run-up
- +14.1%
- Duration
- 62 days
- Largest single-day move
- −4.2%
- Bars
- 44 Daily bars
- Decision points
- 8
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
Technology Select Sector SPDR (XLK) offers traders a focused window into US technology sector dynamics during a pivotal stretch of the 2010s. This replay spans 44 daily bars from January 23 to March 26, 2018—a period when tech investors faced shifting sentiment and macroeconomic crosscurrents. Participants enter a scenario with the opening price anchored at 34.38, understanding that the weeks ahead will demand disciplined risk management and clear tactical reasoning. The stakes are educational: sharpen decision-making under authentic historical conditions where outcomes were unknown.
By the close of this stretch, XLK settled at 33.36—a net retreat of 3.0% from the starting level. Beneath that modest headline figure lay considerably more turbulence. The maximum drawdown reached 10.4%, and individual sessions saw moves as large as 4.2%. Across the 44 trading days, eight distinct decision points materialized, three of which represented critical junctures where directional conviction and position sizing choices carried heightened consequence. Navigating this landscape required participants to absorb price swings without abandoning reasoned process.
This replay ultimately tests not prediction but procedure. The 10.4% peak-to-trough decline reveals how quickly adverse sequences can erode confidence, making it a practical laboratory for examining risk tolerance and pre-commitment to rules. The largest single-bar moves underscore that volatility clusters can ambush even directionally correct positions. For trainees, the value lies in confronting these pressures in simulation—building psychological resilience and refining checklists—before applying similar discipline to live markets.