Health Care Sel SPDR Uptrend Replay (2000-11-30 to 2000-12-13)
Trade 30 daily bars across the 2000 U.S. health-care sector ETF, where a close moved 28.52 to 27.09 with an 8.2% drawdown. Replay each session, decide at 7 turning points, and receive AI coach feedback on your reasoning. Simulated capital only.
30 daily bars · 7 decision points · 2000-11 to 2000-12 · Stocks
Key facts
This window spans 43 days with a peak-to-trough drawdown of 8.2% and a 6.9% run-up.
- Max drawdown
- −8.2%
- Max run-up
- +6.9%
- Duration
- 43 days
- Largest single-day move
- −4.5%
- Bars
- 30 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 Sector SPDR (XLV) offers a compelling replay of defensive-sector trading during the volatile transition from the dot-com era to the 2000s bear market. Over 30 daily bars spanning late November through December 2000, this scenario captures a period when investors were reassessing sector allocations amid broad market uncertainty. Seven decision points—including three critical turning points—punctuate the replay, placing participants in the shoes of traders navigating an uncertain health-care outlook while broader markets struggled. The stakes involved balancing defensive positioning against sector-specific headwinds.
The data reveals a challenging journey: prices moved from 28.52 to 27.09, an overall decline of -5.0%. Yet the headline figure obscures rougher terrain beneath. The maximum drawdown reached 8.2%, and the largest single-bar move hit 4.5%, meaning participants faced moments of acute stress where positions swung sharply against them. These intraperiod swings tested discipline and risk management, as the path from opening to closing price was anything but linear.
This scenario excels as a decision-training exercise because it strips away simple directional calls and forces engagement with process, risk, and psychology. Managing through an 8.2% drawdown without abandoning a reasoned thesis builds emotional resilience. The 4.5% single-bar volatility reminds traders that noise and signal are hard to distinguish in real time. Ultimately, the replay teaches that defensive sectors require active risk management just like any other exposure—position sizing, clear entry and exit criteria, and psychological discipline determine outcomes more than directional conviction alone.