Health Care Sel SPDR Uptrend Replay (2016-02-08 to 2016-06-06)
Replay 150 daily bars of the US Health Care Select Sector ETF, capturing a 4.4% climb from 71.83 to 74.99 with a 13.0% drawdown. Step through each session, face 11 decision points, and receive AI coach feedback on a simulated, educational market replay.
150 daily bars · 11 decision points · 2015-12 to 2016-07 · Stocks
Key facts
This window spans 218 days with a peak-to-trough drawdown of 13.0% and a 18.1% run-up.
- Max drawdown
- −13.0%
- Max run-up
- +18.1%
- Duration
- 218 days
- Largest single-day move
- −3.0%
- 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 Select Sector SPDR (XL V) provides exposure to one of the most defensive segments of the US equity market. This replay captures the 2016 period from February 8 to June 6, a time when the sector navigated post-election volatility and shifting sentiment around healthcare policy. Participants face the challenge of managing positions through 150 daily bars of authentic market data, with 11 decision points testing their ability to read momentum and adjust strategy.
The net result was a modest 4.4% gain, closing at 74.99 from an opening of 71.83. However, this headline number masks significant turbulence—a 13.0% maximum drawdown tested risk management discipline, while the largest single-day move of 3.0% could have triggered premature exits. The market traced a volatile path before establishing its uptrend, rewarding those who could distinguish temporary setbacks from structural weakness.
This scenario emphasizes the importance of defining exit criteria and maintaining conviction during extended drawdowns. The gap between net performance and maximum decline highlights how volatility itself becomes a decision point—participants must decide whether price swings represent opportunity or warning. Four critical moments punctuate the replay, forcing choices about position sizing, trend confirmation, and risk tolerance in an environment where the underlying sector faced genuine policy uncertainty.