Health Care Sel SPDR Uptrend Replay (2005-10-27 to 2006-02-27)
Replay the US Health Care ETF uptrend across 150 daily bars from September 2005 to April 2006, capturing an 8.1% max drawdown. You step through each session, face 4 critical decision points, and receive an AI coach review — simulated capital, purely for learning.
150 daily bars · 11 decision points · 2005-09 to 2006-04 · Stocks
Key facts
This window spans 216 days with a peak-to-trough drawdown of 8.1% and a 10.5% run-up.
- Max drawdown
- −8.1%
- Max run-up
- +10.5%
- Duration
- 216 days
- Largest single-day move
- −2.1%
- 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
Health Care Select Sector SPDR (XLV) during the 2000s decade offers a compelling backdrop for this replay. The scenario spans 150 daily bars from September 2005 to April 2006, a period when healthcare stocks were attracting attention as a defensive play amid broader market uncertainty. Participants enter a market that appears to be trending upward on the surface, but the underlying volatility tells a more nuanced story. The stakes involve navigating a sector known for steady fundamentals while managing the emotional toll of reversals and drawdowns that test conviction.
The price trajectory from 32.41 to 31.02 delivered a net loss of -4.3% over the full span. Yet the aggregate figures obscure the journey: an 8.1% maximum drawdown revealed periods of significant stress, while the largest single-bar move of 2.1% signaled sudden shifts in sentiment. The market did not fall in a straight line but experienced rallies and retreats that challenged any straightforward trend-following approach. Participants faced these swings across 11 decision points, with 4 critical junctures demanding particularly careful judgment.
This replay excels as a training ground for managing losing positions and volatile intraday swings. The -4.3% outcome reminds us that even sectors with defensive characteristics can disappoint over specific windows. The 8.1% drawdown forces disciplined position sizing and stop-loss adherence, while the 2.1% single-bar moves test emotional composure when gaps or reversals occur. The 4 critical decision points strip away the comfort of hindsight, asking participants to act decisively with incomplete information — a skill that transfers directly to live markets.
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