Health Care Sel SPDR Downtrend Replay (2002-08-22 to 2002-10-07)
Replay a 64-day stretch in which the US Health Care Select SPDR ETF drifted from 26.13 to 27.22, carving an 11.9% drawdown along the way. Step through daily bars, tackle 11 decision points, and receive AI coach feedback in this simulated educational exercise.
64 daily bars · 11 decision points · 2002-07 to 2002-10 · Stocks
Key facts
This window spans 90 days with a peak-to-trough drawdown of 11.9% and a 15.3% run-up.
- Max drawdown
- −11.9%
- Max run-up
- +15.3%
- Duration
- 90 days
- Largest single-day move
- −4.3%
- Bars
- 64 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 scene replays a sixty-four day stretch in the summer and fall of 2002, when the Health Care Select SPDR ETF (ticker symbol XLB) operated within a market still digesting the aftermath of the dot-com collapse. Investors were watching defensive sectors for shelter as broader indices seesawed. The era carried particular weight: the 2000s were establishing new norms around volatility, and health care was being priced as both a haven and a question mark. This replay invites participants to navigate that uncertainty with incomplete information, exactly as traders faced it then.
Over the sixty-four daily bars from late July through late October, the ETF drifted from a closing price of 26.13 to close at 27.22, a net gain of 4.2 percent. That modest headline number concealed considerable turbulence: the maximum drawdown reached 11.9 percent along the way, and the largest single daily move hit 4.3 percent. Participants encountered eleven decision points, four of them flagged as critical moments where positioning choices carried heightened consequence. The gap between the final close and the deepest trough tells the core story: the journey mattered as much as the destination.
For decision training, the scenario surfaces three persistent challenges. First, process discipline: moving through eleven checkpoints forces participants to articulate entries, exits, and sizing before market mood shifts. Second, risk calibration: an 11.9 percent drawdown tests conviction and requires participants to decide in advance how much loss they can absorb before adjusting. Third, psychological resilience: a 4.3 percent single-bar swing demands emotional steadiness; the scenario teaches that reacting to noise erodes returns even when the net outcome is positive. This replay is a classroom, not a prediction engine.