Health Care Sel SPDR Uptrend Replay (2012-06-01 to 2012-10-18)
Replay a 150-day XLV uptrend with a 6.7% close-to-close gain and a 6.5% mid-trend drawdown. Step through daily decision points, weigh each bar against alternatives, and receive an AI coach review on simulated capital.
150 daily bars · 11 decision points · 2012-04 to 2012-11 · Stocks
Key facts
This window spans 217 days with a peak-to-trough drawdown of 6.5% and a 16.4% run-up.
- Max drawdown
- −6.5%
- Max run-up
- +16.4%
- Duration
- 217 days
- Largest single-day move
- +2.4%
- 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
The health care sector in 2012 occupied a particular niche as investors weighed defensive stability against post-crisis growth appetites. XLV, the Health Care Select Sector SPDR, offered direct exposure to this deliberation across a 150-trading-day window from April to November that year. The scenario frames a moderate uptrend where capturing gains required disciplined position management through inevitable pullbacks.
The data shows a close-to-close return of 6.7% over the period, with the journey featuring a maximum drawdown of 6.5% and a largest single-day move of 2.4%. These figures capture a typical bull-market health care trade: steady appreciation punctuated by volatility spikes that tested conviction. Eleven decision points, four marked as critical, punctuate the replay, forcing participants to act rather than observe.
This replay excels as a decision-training exercise precisely because the numbers are modest. A 6.7% gain over five months rewards process over prediction, and the 6.5% drawdown punishes impatience or oversized risk. Participants learn to manage positions through volatility rather than abandon strategy at the first discomfort. The 2.4% single-bar shock provides a realistic stress test, revealing whether decisions flow from a tested framework or reactive impulse.
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