Health Care Sel SPDR Downtrend Replay (2011-05-18 to 2011-08-10)
Replay XLV's 2011 summer correction across 118 daily bars from April to September, a period that included a 17.7% maximum drawdown. Step through each trading day, face 11 decision points, and receive an AI coach review of your simulated choices in this educational market-replay scenario.
118 daily bars · 11 decision points · 2011-04 to 2011-09 · Stocks
Key facts
This window spans 169 days with a peak-to-trough drawdown of 17.7% and a 11.5% run-up.
- Max drawdown
- −17.7%
- Max run-up
- +11.5%
- Duration
- 169 days
- Largest single-day move
- −5.1%
- Bars
- 118 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 Health Care Select Sector SPDR (XLV) entered the summer of 2011 in a market environment defined by elevated uncertainty. This replay covers 118 daily bars from April 5 to September 21, 2011, placing you inside the 2010s decade as the healthcare sector faced a meaningful correction. Defensive positioning was being tested, and the trajectory between conviction and capitulation was measured day by day.
Starting from a reference price of 33.33, XLV ultimately closed at 32.12, representing a net decline of -3.6%. Beneath that modest headline number lay a much rougher journey: the maximum drawdown reached 17.7%, meaning peak-to-trough losses far exceeded the final outcome. The largest single-bar move hit 5.1%, creating sharp reversals and forcing participants to act with incomplete information. Across the span, 11 decision points emerged—4 identified as critical moments where positioning choices carried amplified consequence.
This scenario sharpens decision-making under conditions of sustained downside and episodic volatility. Participants confront the gap between terminal outcome and interim pain, train discipline around drawdown thresholds, and practice calibrating conviction against deteriorating signals. The educational value lies not in predicting the next correction, but in building a repeatable process that holds together when the market does not cooperate.