Health Care Sel SPDR Uptrend Replay (2000-10-17 to 2000-11-07)
Replay a 32-bar Health Care Sel SPDR window where price slid from 29.78 to 28.31, a -4.9% move under a 12.2% drawdown. You step through each daily bar, confront seven decision points, and receive AI coach feedback on simulated choices.
32 daily bars · 7 decision points · 2000-10 to 2000-11 · Stocks
Key facts
This window spans 43 days with a peak-to-trough drawdown of 12.2% and a 14.4% run-up.
- Max drawdown
- −12.2%
- Max run-up
- +14.4%
- Duration
- 43 days
- Largest single-day move
- −4.9%
- Bars
- 32 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 Health Care Select SPDR (ticker XL V) entered the replay window during a tense moment in equity markets. As the dot-com collapse rippled through technology and growth sectors in late 2000, investors reassessed defensive positioning in health care. Participants in this 32-bar replay confront seven decision points across a market environment where sector leadership was far from certain.
The authentic price series shows a net decline from 29.78 to 28.31, representing a -4.9% outcome over the data span. The journey proved more turbulent than the headline figure suggests: the market experienced a maximum drawdown of 12.2% while navigating a largest single-bar move of 4.9%. Seven decision points punctuated the window, three of which are flagged as critical junctures where directional conviction would be tested.
For decision training purposes, this scenario excels at illustrating the gap between expected stability and realized volatility within a traditionally defensive sector. Participants must practice calibrating position sizing against drawdown scenarios rather than headline returns, and they encounter the psychological friction of holding through a 12.2% peak-to-trough decline. The three critical points serve as controlled stress-tests for commitment to process when momentum fails to confirm initial assumptions. This replay is educational material for historical analysis only.