Technology Sel SPDR Uptrend Replay (2025-12-17 to 2026-01-28)
Replay 56 daily bars of the XLK technology ETF from November 2025 through February 2026, tracking a modest -0.5% close amid a 9.1% drawdown. You step through each session, face 10 decision points with 4 critical ones, and receive an AI coach review in this simulated training environment.
56 daily bars · 10 decision points · 2025-11 to 2026-02 · Stocks
Key facts
This window spans 84 days with a peak-to-trough drawdown of 9.1% and a 7.1% run-up.
- Max drawdown
- −9.1%
- Max run-up
- +7.1%
- Duration
- 84 days
- Largest single-day move
- +4.1%
- Bars
- 56 Daily bars
- Decision points
- 10
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 ETF (XLK) offers traders a concentrated window into US technology markets during the 2020s. This replay covers 56 daily bars from November 25, 2025 through February 17, 2026, immersing participants in a period where artificial intelligence momentum, Federal Reserve signaling, and sector rotation pressures converged on tech valuations. What made this span pedagogically valuable was not directional clarity but contextual density: multiple crosscurrents forcing participants to weigh macro data against sector-specific narratives in real time.
By the close of the replay period, XLK had retreated from 140.23 to 139.48, a modest -0.5% decline that obscures the journey. The market carved out a 9.1% drawdown along the way, with the largest single-bar move reaching 4.1%. Participants faced 10 decision points across the replay, with 4 designated as critical nodes where positioning choices carried amplified consequence. These inflection moments tested whether traders had constructed robust frameworks before volatility arrived, rather than scrambling to react in the moment.
The teaching here centers on process discipline under uncertainty. A -0.5% final outcome paired with a 9.1% peak-to-trough decline reveals that direction alone tells an incomplete story; managing the intermediate drawdown is where skill separates from speculation. The 4.1% single-bar swings underscore that volatility clusters, meaning one bad day rarely arrives alone. For decision trainees, the critical takeaway is building probabilistic mental models before prices move, then maintaining the psychological flexibility to update those models without abandoning sound risk principles. This replay trains the habit of separating outcome evaluation from decision quality, a distinction most market participants struggle to maintain under pressure.
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