Health Care Sel SPDR Downtrend Replay (2001-05-22 to 2001-09-20)
Replay XLV's 28.4% drawdown across 150 daily bars from 2001-04-02 to 2001-11-07, navigating 11 decision points during the post-dot-com health care selloff. Step through each session, confront 4 critical inflection points, and receive an AI coach review of your simulated capital decisions.
150 daily bars · 11 decision points · 2001-04 to 2001-11 · Stocks
Key facts
This window spans 219 days with a peak-to-trough drawdown of 28.4% and a 18.1% run-up.
- Max drawdown
- −28.4%
- Max run-up
- +18.1%
- Duration
- 219 days
- Largest single-day move
- −8.4%
- Bars
- 150 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
In the spring of 2001, the Health Care Select Sector SPDR (XLV) faced a punishing environment as the aftermath of the dot-com crash rippled through markets. Investors who had sought shelter in defensive sectors discovered that no segment was immune to the broad selloff. The replay spans 150 daily bars from 2001-04-02 to 2001-11-07, placing participants directly into a period when confidence in health care as a safe haven was being severely tested.
The price drift tells a grim story: XLV declined from 26.49 to 24.61, a nominal 7.1% loss. Yet that modest headline figure conceals the true severity of the journey. The maximum drawdown reached 28.4%—meaning peak-to-trough losses far exceeded the final settlement. A single trading session delivered an 8.4% move, underscoring the volatility spikes that characterized this era. Navigating 11 decision points, including 4 critical inflection moments, required traders to make consequential calls under sustained pressure.
This replay sharpens decision-making by confronting participants with the psychological traps of prolonged declines. Holding through a 28.4% drawdown tests conviction; cutting positions too early sacrifices recovery. Each session demands disciplined position sizing, clear exit criteria, and emotional neutrality—skills that transfer beyond this specific scenario. The historical context matters: this was not a single news event but a grinding repricing of defensive expectations. Participants learn that surviving extended drawdowns requires process, not prophecy.