Consumer Disc SPDR Uptrend Replay (2000-06-22 to 2000-07-12)
Replay a 4.9% rally across 30 daily bars of the Consumer Discretionary SPDR, navigating a 5.2% drawdown and a 4.8% single-bar spike. Step through 7 decision points day by day with simulated capital, then review each call with your AI coach.
30 daily bars · 7 decision points · 2000-06 to 2000-07 · Stocks
Key facts
This window spans 42 days with a peak-to-trough drawdown of 5.2% and a 13.8% run-up.
- Max drawdown
- −5.2%
- Max run-up
- +13.8%
- Duration
- 42 days
- Largest single-day move
- +4.8%
- Bars
- 30 Daily bars
- Decision points
- 7
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
In June 2000, the Consumer Discretionary SPDR stood at a crossroads. The dot-com crash was reshaping market leadership, and sector rotations were beginning to favor companies serving real consumer demand. This replay scenario places participants inside a 30-day window spanning late June to mid-July, where they must navigate seven decision points—three flagged as critical—while managing simulated capital across bars that tested both conviction and composure.
The index advanced from 13.16 to 13.81, delivering a net rally of 4.9 percent over the period. Yet the journey was far from smooth. A maximum drawdown of 5.2 percent tested early positions, while a single-bar spike of 4.8 percent demanded quick judgment under uncertainty. The interplay between these pullbacks and momentum bursts shaped the landscape through which participants steered their portfolios.
For decision training, this scenario distills lessons in process discipline, risk calibration, and psychological resilience. The 5.2 percent drawdown illustrates how even a winning directional bias can pressure a trader before the thesis is validated. The 4.8 percent bar teaches that volatility spikes often arrive without warning, making pre-defined exit thresholds essential. Completing all seven decision points, including the three critical junctures, reinforces the habit of systematic evaluation over reactive impulse—a mindset that separates methodical learning from speculation.