Technology Sel SPDR Uptrend Replay (2022-06-16 to 2022-08-15)
Replay 82 daily bars from May to September 2022 as the Technology ETF navigates a 13.9% drawdown with a 5.3% single-bar surge. You make the calls at each of 11 decision points and receive AI coach feedback in this simulated training environment.
82 daily bars · 11 decision points · 2022-05 to 2022-09 · Stocks
Key facts
This window spans 119 days with a peak-to-trough drawdown of 13.9% and a 22.7% run-up.
- Max drawdown
- −13.9%
- Max run-up
- +22.7%
- Duration
- 119 days
- Largest single-day move
- −5.3%
- Bars
- 82 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 Technology Select Sector SPDR Fund (XLK) entered the summer of 2022 as part of a market grappling with post-pandemic shifts and rising rate concerns. The replay covers 82 daily bars spanning May to September, placing participants directly into a period where technology equities faced mounting crosscurrents. At stake was the ability to maintain discipline while navigating an environment where sharp reversals could materialize without warning. This scenario tests how well traders execute their process when the trend is unclear and every bar demands a considered response.
Over the full data span, the fund closed the period at 66 from an opening of 69.28, representing a net decline of -4.7%. The journey was anything but linear: the strategy endured a maximum drawdown of 13.9%, with the largest single-bar move reaching 5.3%. Traders faced 11 decision points throughout the replay, four of which were flagged as critical junctures where directional conviction and risk calibration mattered most. Each interaction revealed how quickly momentum can reverse and how positioning size amplifies or mitigates exposure.
This replay is built for process refinement. The 13.9% drawdown and the 5.3% intraday surge illustrate why pre-defined rules and emotional discipline outperform reactive guessing. At each of the 11 decision points, participants practice calibrating conviction against market signals, managing size relative to drawdown risk, and maintaining composure when a single bar wipes out a day's gains. The AI coach debriefs every choice, turning historical volatility into a training ground for the psychological endurance that separates consistent practitioners from episodic traders. All simulated outcomes serve educational purposes only.